+40.3%
BMY vs KRE
+16.5%
+23.7%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -4.8% | -1.8% | -2.9% | -4.3% |
| 30D | -0.1% | -4.5% | +4.4% | +0.9% |
| 3M | +13.1% | +2.7% | +10.4% | +12.2% |
| 6M | +8.4% | +16.9% | -8.4% | +4.6% |
| YTD | +22.0% | +15.4% | +6.6% | +17.5% |
| 1Y | +40.3% | +16.1% | +24.2% | +33.3% |
| All | +40.3% | +16.5% | +23.7% | +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