+292.0%
F vs KRE
+145.6%
+146.4%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.4% |
| 3M | -8.8% | -5.1% | -3.7% | -5.8% |
| 6M | +4.6% | +3.3% | +1.3% | +2.0% |
| YTD | -1.9% | +13.3% | -15.2% | -10.1% |
| 1Y | -0.8% | +22.9% | -23.6% | -13.7% |
| 3Y | +43.5% | +82.1% | -38.6% | -6.7% |
| 5Y | -12.1% | +11.0% | -23.1% | -21.9% |
| 10Y | +83.6% | +115.7% | -32.1% | -0.3% |
| All | +292.0% | +145.6% | +146.4% | +68.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling