+208.4%
GLD vs KRE
+98.5%
+109.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.7% |
| 7D | +2.8% | +0.3% | +2.5% | +2.8% |
| 30D | -4.0% | +5.9% | -9.9% | -3.8% |
| 3M | -8.2% | -3.3% | -4.9% | -8.3% |
| 6M | -14.8% | +5.8% | -20.7% | -14.7% |
| YTD | -6.8% | +14.7% | -21.5% | -6.3% |
| 1Y | -2.4% | +22.0% | -24.4% | -1.7% |
| 3Y | +105.8% | +91.6% | +14.2% | +111.6% |
| 5Y | +113.3% | +13.0% | +100.4% | +115.4% |
| 10Y | +208.4% | +94.0% | +114.5% | +236.9% |
| All | +208.4% | +98.5% | +109.9% | +236.9% |
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