+643.2%
GEV vs KRE
+63.1%
+580.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.3% | +4.4% | +3.8% |
| 7D | +8.1% | +2.3% | +5.8% | +6.8% |
| 30D | -1.9% | -2.5% | +0.6% | -0.6% |
| 3M | +4.1% | +6.2% | -2.2% | +0.3% |
| 6M | +23.2% | +15.8% | +7.4% | +13.2% |
| YTD | +48.9% | +16.0% | +32.9% | +35.5% |
| 1Y | +62.2% | +16.2% | +46.0% | +47.3% |
| All | +643.2% | +63.1% | +580.1% | +487.8% |
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