+233.0%
BAC vs KRE
+94.6%
+138.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -1.9% | -1.6% | -0.3% | -0.5% |
| 30D | -7.2% | +4.9% | -12.0% | -10.7% |
| 3M | -20.4% | -4.5% | -15.9% | -17.5% |
| 6M | +1.3% | +7.7% | -6.4% | -4.9% |
| YTD | -6.4% | +14.5% | -20.9% | -16.7% |
| 1Y | -3.5% | +21.5% | -25.0% | -18.3% |
| 3Y | +96.7% | +91.2% | +5.5% | +9.8% |
| 5Y | +20.6% | +11.8% | +8.8% | +4.4% |
| 10Y | +233.0% | +89.3% | +143.7% | +60.5% |
| All | +233.0% | +94.6% | +138.5% | +60.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling