+67.2%
F vs KRE
+86.0%
-18.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.5% |
| 7D | -3.9% | +0.3% | -4.2% | -4.1% |
| 30D | -0.5% | +5.0% | -5.5% | -3.6% |
| 3M | -12.9% | -5.7% | -7.2% | -9.5% |
| 6M | +1.5% | +7.5% | -6.0% | -3.6% |
| YTD | -5.0% | +13.8% | -18.9% | -13.3% |
| 1Y | -7.3% | +20.7% | -28.0% | -18.7% |
| 3Y | +45.3% | +90.1% | -44.9% | -9.7% |
| 5Y | -15.8% | +11.5% | -27.3% | -24.8% |
| All | +67.2% | +86.0% | -18.8% | -4.5% |
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