+25.3%
F vs KRE
+16.1%
+9.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.3% | -3.0% | -3.6% |
| 7D | +1.2% | +2.3% | -1.2% | 0.0% |
| 30D | +1.2% | -2.5% | +3.7% | +2.5% |
| 3M | -5.7% | +6.2% | -11.9% | -9.0% |
| 6M | +17.9% | +15.8% | +2.1% | +8.1% |
| YTD | +10.4% | +16.0% | -5.6% | +0.7% |
| 1Y | +25.3% | +16.2% | +9.2% | +13.8% |
| All | +25.3% | +16.1% | +9.2% | +13.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling