+142.4%
GILD vs KRE
+32.1%
+110.4%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -4.8% | -1.8% | -3.0% | -4.5% |
| 30D | +5.8% | -4.5% | +10.3% | +6.7% |
| 3M | +14.9% | +2.7% | +12.2% | +14.3% |
| 6M | -0.4% | +16.9% | -17.2% | -3.4% |
| YTD | +18.5% | +15.4% | +3.2% | +15.0% |
| 1Y | +25.1% | +16.1% | +9.0% | +21.0% |
| 3Y | +105.9% | +85.7% | +20.2% | +77.8% |
| All | +142.4% | +32.1% | +110.4% | +129.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling