+43.5%
F vs KRE
+79.4%
-35.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.6% | -0.6% |
| 7D | +1.6% | +0.3% | +1.3% | +1.4% |
| 30D | +2.6% | +4.8% | -2.2% | 0.0% |
| 3M | -8.8% | -5.1% | -3.7% | -6.2% |
| 6M | +4.6% | +3.3% | +1.3% | +2.5% |
| YTD | -1.9% | +13.3% | -15.2% | -8.9% |
| 1Y | -0.8% | +22.9% | -23.6% | -11.9% |
| 3Y | +43.5% | +82.1% | -38.6% | -5.0% |
| All | +43.5% | +79.4% | -35.9% | -5.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling