+397.7%
BAC vs KRE
+119.6%
+278.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +1.4% |
| 7D | +0.6% | -1.1% | +1.7% | +1.5% |
| 30D | -1.4% | -3.4% | +2.0% | +1.4% |
| 3M | +15.7% | +3.7% | +12.0% | +12.1% |
| 6M | +32.2% | +14.8% | +17.4% | +17.8% |
| YTD | +15.8% | +14.7% | +1.1% | +3.0% |
| 1Y | +27.3% | +16.0% | +11.3% | +11.4% |
| 3Y | +137.5% | +84.3% | +53.2% | +36.6% |
| 5Y | +73.1% | +30.9% | +42.2% | +29.7% |
| 10Y | +397.7% | +122.0% | +275.8% | +119.9% |
| All | +397.7% | +119.6% | +278.1% | +119.9% |
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 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