+252.2%
BA vs KRE
+154.6%
+97.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.5% |
| 7D | +1.2% | +1.3% | -0.1% | +0.4% |
| 30D | -11.6% | -2.7% | -9.0% | -10.3% |
| 3M | -2.4% | +8.2% | -10.6% | -6.7% |
| 6M | -6.6% | +12.8% | -19.4% | -12.8% |
| YTD | -2.2% | +17.5% | -19.7% | -11.2% |
| 1Y | -8.0% | +16.6% | -24.6% | -16.5% |
| 3Y | -5.0% | +79.5% | -84.5% | -34.7% |
| 5Y | -2.7% | +32.4% | -35.1% | -21.7% |
| 10Y | +75.9% | +124.1% | -48.3% | +7.3% |
| All | +252.2% | +154.6% | +97.6% | +73.8% |
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