+606.9%
GEV vs KRE
+62.0%
+545.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.5% | -3.3% | -3.1% |
| 7D | -1.9% | -1.4% | -0.5% | -1.2% |
| 30D | -8.7% | -3.9% | -4.8% | -6.7% |
| 3M | +6.6% | +3.6% | +3.0% | +4.2% |
| 6M | +10.2% | +15.4% | -5.2% | +1.4% |
| YTD | +41.6% | +15.2% | +26.4% | +29.4% |
| 1Y | +43.9% | +16.5% | +27.4% | +30.4% |
| All | +606.9% | +62.0% | +545.0% | +461.1% |
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