+218.2%
GLD vs KRE
+119.6%
+98.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +0.9% |
| 7D | +0.1% | -1.1% | +1.2% | +0.1% |
| 30D | +0.2% | -3.4% | +3.6% | +0.1% |
| 3M | +3.2% | +3.7% | -0.5% | +3.4% |
| 6M | -14.6% | +14.8% | -29.4% | -14.2% |
| YTD | +1.8% | +14.7% | -12.9% | +2.3% |
| 1Y | +20.7% | +16.0% | +4.7% | +21.4% |
| 3Y | +126.5% | +84.3% | +42.2% | +132.9% |
| 5Y | +140.0% | +30.9% | +109.2% | +144.5% |
| 10Y | +218.2% | +122.0% | +96.3% | +246.3% |
| All | +218.2% | +119.6% | +98.6% | +246.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling