+187.7%
BA vs KRE
+145.6%
+42.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -10.3% |
| 3M | -25.3% | -5.1% | -20.2% | -23.1% |
| 6M | -24.6% | +3.3% | -27.9% | -26.1% |
| YTD | -20.1% | +13.3% | -33.5% | -26.0% |
| 1Y | -11.8% | +22.9% | -34.6% | -22.0% |
| 3Y | -10.1% | +82.1% | -92.2% | -38.6% |
| 5Y | -22.7% | +11.0% | -33.8% | -31.3% |
| 10Y | +35.1% | +115.7% | -80.7% | -15.8% |
| All | +187.7% | +145.6% | +42.1% | +44.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling