-22.1%
BA vs KRE
+10.5%
-32.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | +1.1% | +0.3% | +0.8% | +1.0% |
| 30D | -7.9% | +4.8% | -12.7% | -10.1% |
| 3M | -25.3% | -5.1% | -20.2% | -23.3% |
| 6M | -24.6% | +3.3% | -27.9% | -25.9% |
| YTD | -20.1% | +13.3% | -33.5% | -25.4% |
| 1Y | -11.8% | +22.9% | -34.6% | -21.2% |
| 3Y | -10.1% | +82.1% | -92.2% | -37.6% |
| All | -22.1% | +10.5% | -32.6% | -19.4% |
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