+460.0%
BMY vs KRE
+154.6%
+305.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -2.0% |
| 7D | +0.4% | +1.3% | -0.9% | 0.0% |
| 30D | +5.0% | -2.7% | +7.7% | +5.7% |
| 3M | +19.4% | +8.2% | +11.2% | +16.9% |
| 6M | +9.5% | +12.8% | -3.3% | +6.0% |
| YTD | +28.1% | +17.5% | +10.6% | +22.4% |
| 1Y | +50.0% | +16.6% | +33.4% | +43.4% |
| 3Y | +24.1% | +79.5% | -55.4% | +4.1% |
| 5Y | +25.0% | +32.4% | -7.4% | +10.7% |
| 10Y | +68.7% | +124.1% | -55.5% | +20.1% |
| All | +460.0% | +154.6% | +305.4% | +263.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling