-12.8%
BKNG vs KRE
+17.8%
-30.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.5% | -1.2% |
| 7D | -6.0% | +1.3% | -7.3% | -6.6% |
| 30D | -6.6% | -2.7% | -4.0% | -5.6% |
| 3M | +15.7% | +8.2% | +7.5% | +11.7% |
| 6M | +14.1% | +12.8% | +1.3% | +7.8% |
| YTD | -9.3% | +17.5% | -26.8% | -16.0% |
| 1Y | -12.8% | +16.6% | -29.3% | -21.8% |
| All | -12.8% | +17.8% | -30.5% | -21.8% |
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 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