+45.6%
BMY vs KRE
+27.2%
+18.3%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.7% | +2.3% | +3.5% |
| 7D | +6.0% | +2.8% | +3.2% | +5.1% |
| 30D | +9.1% | +5.3% | +3.8% | +7.5% |
| 3M | -2.6% | -4.2% | +1.6% | -1.7% |
| 6M | +13.1% | +8.7% | +4.4% | +10.0% |
| YTD | +23.0% | +16.4% | +6.6% | +16.8% |
| 1Y | +45.6% | +26.9% | +18.7% | +33.3% |
| All | +45.6% | +27.2% | +18.3% | +33.3% |
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