+141.7%
BSX vs KRE
+151.4%
-9.7%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.3% | -4.6% | -5.4% |
| 7D | -6.4% | +2.3% | -8.8% | -7.3% |
| 30D | -8.8% | -2.5% | -6.3% | -7.9% |
| 3M | -7.6% | +6.2% | -13.9% | -10.0% |
| 6M | -37.0% | +15.8% | -52.8% | -40.8% |
| YTD | -52.8% | +16.0% | -68.8% | -56.0% |
| 1Y | -58.4% | +16.2% | -74.6% | -61.4% |
| 3Y | -16.5% | +86.4% | -102.9% | -39.0% |
| 5Y | -1.2% | +33.0% | -34.1% | -19.2% |
| 10Y | +83.7% | +123.0% | -39.2% | +8.4% |
| All | +141.7% | +151.4% | -9.7% | +16.3% |
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 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