+21.3%
BAC vs KRE
+12.6%
+8.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.7% | +0.6% |
| 7D | +2.1% | +0.3% | +1.8% | +1.9% |
| 30D | -6.7% | +5.9% | -12.6% | -10.3% |
| 3M | -20.2% | -3.3% | -16.9% | -18.4% |
| 6M | -0.2% | +5.8% | -6.1% | -4.3% |
| YTD | -6.4% | +14.7% | -21.1% | -15.2% |
| 1Y | -3.1% | +22.0% | -25.1% | -16.0% |
| 3Y | +96.7% | +91.6% | +5.1% | +21.1% |
| 5Y | +21.3% | +13.0% | +8.3% | +12.8% |
| All | +21.3% | +12.6% | +8.7% | +12.8% |
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 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