+22.0%
BMY vs KRE
+83.2%
-61.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.7% | -0.2% |
| 7D | -4.8% | -1.1% | -3.7% | -4.6% |
| 30D | -0.7% | -3.4% | +2.7% | +0.1% |
| 3M | +15.3% | +3.7% | +11.6% | +14.3% |
| 6M | +8.5% | +14.8% | -6.2% | +5.1% |
| YTD | +23.4% | +14.7% | +8.8% | +19.3% |
| 1Y | +42.9% | +16.0% | +26.9% | +37.6% |
| All | +22.0% | +83.2% | -61.2% | +6.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling