-26.4%
BA vs KRE
+11.4%
-37.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.2% |
| 7D | -1.1% | +0.7% | -1.8% | -1.5% |
| 30D | -7.1% | +6.1% | -13.3% | -9.9% |
| 3M | -25.5% | -5.9% | -19.6% | -23.2% |
| 6M | -28.7% | +9.6% | -38.3% | -32.0% |
| YTD | -21.0% | +14.2% | -35.2% | -26.5% |
| 1Y | -11.9% | +22.5% | -34.4% | -21.1% |
| 3Y | -16.2% | +90.4% | -106.5% | -43.2% |
| All | -26.4% | +11.4% | -37.9% | -24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KRE.
Daily Out/Under-Performance
Portfolio return minus KRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded KRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling