+86.4%
F vs KRE
+122.6%
-36.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.3% | -3.0% | -3.4% |
| 7D | +1.2% | +2.3% | -1.2% | -0.3% |
| 30D | +1.2% | -2.5% | +3.7% | +2.9% |
| 3M | -5.7% | +6.2% | -11.9% | -9.5% |
| 6M | +17.9% | +15.8% | +2.1% | +6.7% |
| YTD | +10.4% | +16.0% | -5.6% | -0.4% |
| 1Y | +25.3% | +16.2% | +9.2% | +12.5% |
| 3Y | +37.5% | +86.4% | -49.0% | -13.3% |
| 5Y | +46.5% | +33.0% | +13.6% | +16.3% |
| 10Y | +86.4% | +123.0% | -36.6% | -2.5% |
| All | +86.4% | +122.6% | -36.2% | -2.5% |
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