+239.5%
GE vs KRE
+154.6%
+84.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +0.8% |
| 7D | -1.6% | +1.3% | -2.9% | -2.3% |
| 30D | -11.6% | -2.7% | -8.9% | -10.1% |
| 3M | +3.0% | +8.2% | -5.2% | -1.7% |
| 6M | -0.5% | +12.8% | -13.3% | -7.2% |
| YTD | +9.7% | +17.5% | -7.8% | -0.4% |
| 1Y | +20.0% | +16.6% | +3.5% | +8.7% |
| 3Y | +275.8% | +79.5% | +196.4% | +151.7% |
| 5Y | +429.1% | +32.4% | +396.7% | +312.3% |
| 10Y | +151.2% | +124.1% | +27.0% | +36.1% |
| All | +239.5% | +154.6% | +84.9% | +40.0% |
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 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