+1,227.8%
BE vs KRE
+31.8%
+1,196.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.7% | -1.9% |
| 7D | +23.9% | -1.1% | +25.0% | +25.0% |
| 30D | +27.8% | -3.4% | +31.2% | +31.5% |
| 3M | +3.7% | +3.7% | 0.0% | -0.3% |
| 6M | +78.0% | +14.8% | +63.2% | +57.0% |
| YTD | +209.9% | +14.7% | +195.3% | +172.7% |
| 1Y | +389.6% | +16.0% | +373.6% | +322.2% |
| 3Y | +1,730.6% | +84.3% | +1,646.3% | +902.9% |
| 5Y | +1,227.8% | +30.9% | +1,196.9% | +903.2% |
| All | +1,227.8% | +31.8% | +1,196.0% | +903.2% |
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