+63.9%
BAC vs KRE
+147.5%
-83.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.7% |
| 7D | +3.2% | +0.7% | +2.5% | +2.4% |
| 30D | -0.7% | +6.1% | -6.8% | -6.9% |
| 3M | -20.0% | -5.9% | -14.1% | -14.9% |
| 6M | +3.4% | +9.6% | -6.2% | -6.8% |
| YTD | -5.7% | +14.2% | -19.9% | -19.2% |
| 1Y | -1.4% | +22.5% | -23.9% | -21.9% |
| 3Y | +97.9% | +90.4% | +7.6% | -9.5% |
| 5Y | +22.9% | +11.9% | +11.1% | -5.5% |
| 10Y | +235.3% | +88.8% | +146.5% | +23.6% |
| All | +63.9% | +147.5% | -83.5% | -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 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