-2.8%
BSX vs KRE
+32.1%
-34.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -10.1% | -1.8% | -8.3% | -9.7% |
| 30D | -16.4% | -4.5% | -11.9% | -15.6% |
| 3M | -8.9% | +2.7% | -11.6% | -9.4% |
| 6M | -38.3% | +16.9% | -55.1% | -40.3% |
| YTD | -54.9% | +15.4% | -70.3% | -56.5% |
| 1Y | -58.8% | +16.1% | -74.9% | -60.3% |
| 3Y | -21.2% | +85.7% | -106.9% | -33.5% |
| All | -2.8% | +32.1% | -34.8% | -4.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling