-13.6%
BKNG vs KRE
+27.2%
-40.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +1.7% | +8.1% | +8.9% |
| 7D | +15.6% | +2.8% | +12.8% | +13.9% |
| 30D | +8.0% | +5.3% | +2.7% | +5.1% |
| 3M | -11.8% | -4.2% | -7.6% | -10.2% |
| 6M | +3.8% | +8.7% | -4.9% | -0.3% |
| YTD | -19.6% | +16.4% | -36.0% | -25.5% |
| 1Y | -13.6% | +26.9% | -40.5% | -24.1% |
| All | -13.6% | +27.2% | -40.8% | -24.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling