+101.4%
BAC vs KRE
+154.6%
-53.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.6% |
| 7D | +1.1% | +1.3% | -0.2% | -0.3% |
| 30D | -0.4% | -2.7% | +2.3% | +2.4% |
| 3M | +16.9% | +8.2% | +8.7% | +7.2% |
| 6M | +26.6% | +12.8% | +13.8% | +10.7% |
| YTD | +15.8% | +17.5% | -1.7% | -3.5% |
| 1Y | +27.2% | +16.6% | +10.6% | +5.6% |
| 3Y | +132.4% | +79.5% | +52.9% | +13.1% |
| 5Y | +72.6% | +32.4% | +40.2% | +9.5% |
| 10Y | +389.7% | +124.1% | +265.6% | +46.2% |
| All | +101.4% | +154.6% | -53.2% | -52.8% |
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 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