-0.9%
BA vs KRE
+31.9%
-32.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.6% |
| 7D | +1.2% | +1.3% | -0.1% | +0.5% |
| 30D | -11.6% | -2.7% | -9.0% | -10.4% |
| 3M | -2.4% | +8.2% | -10.6% | -6.3% |
| 6M | -6.6% | +12.8% | -19.4% | -12.3% |
| YTD | -2.2% | +17.5% | -19.7% | -10.4% |
| 1Y | -8.0% | +16.6% | -24.6% | -15.8% |
| 3Y | -5.0% | +79.5% | -84.5% | -33.6% |
| All | -0.9% | +31.9% | -32.8% | -13.2% |
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