+138.9%
GLD vs KRE
+32.0%
+107.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.5% | -1.7% |
| 7D | +0.7% | +2.3% | -1.6% | +0.8% |
| 30D | +0.3% | -2.5% | +2.8% | +0.3% |
| 3M | +0.6% | +6.2% | -5.6% | +0.7% |
| 6M | -15.6% | +15.8% | -31.4% | -15.4% |
| YTD | +0.9% | +16.0% | -15.1% | +1.0% |
| 1Y | +19.4% | +16.2% | +3.2% | +19.6% |
| 3Y | +124.5% | +86.4% | +38.1% | +127.5% |
| 5Y | +138.9% | +33.0% | +106.0% | +143.3% |
| All | +138.9% | +32.0% | +107.0% | +143.3% |
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 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