+73.1%
BAC vs KRE
+31.8%
+41.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +1.3% |
| 7D | +0.6% | -1.1% | +1.7% | +1.4% |
| 30D | -1.4% | -3.4% | +2.0% | +1.0% |
| 3M | +15.7% | +3.7% | +12.0% | +12.7% |
| 6M | +32.2% | +14.8% | +17.4% | +19.9% |
| YTD | +15.8% | +14.7% | +1.1% | +4.9% |
| 1Y | +27.3% | +16.0% | +11.3% | +13.8% |
| 3Y | +137.5% | +84.3% | +53.2% | +49.9% |
| 5Y | +73.1% | +30.9% | +42.2% | +40.2% |
| All | +73.1% | +31.8% | +41.2% | +40.2% |
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