+207.0%
C vs KRE
+86.5%
+120.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.3% |
| 7D | +4.2% | +0.7% | +3.4% | +3.5% |
| 30D | +2.0% | +6.1% | -4.1% | -2.9% |
| 3M | -10.1% | -5.9% | -4.2% | -5.6% |
| 6M | +1.0% | +9.6% | -8.6% | -6.7% |
| YTD | +8.5% | +14.2% | -5.7% | -3.0% |
| 1Y | +25.7% | +22.5% | +3.2% | +6.0% |
| 3Y | +216.0% | +90.4% | +125.6% | +79.0% |
| 5Y | +112.3% | +11.9% | +100.4% | +83.3% |
| All | +207.0% | +86.5% | +120.5% | +56.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling