+545.3%
GLD vs KRE
+145.6%
+399.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | +4.7% | +0.3% | +4.4% | +4.7% |
| 30D | -0.9% | +4.8% | -5.7% | -0.8% |
| 3M | -4.4% | -5.1% | +0.7% | -4.5% |
| 6M | -13.6% | +3.3% | -16.8% | -13.5% |
| YTD | -6.0% | +13.3% | -19.3% | -5.6% |
| 1Y | +1.8% | +22.9% | -21.1% | +2.5% |
| 3Y | +103.2% | +82.1% | +21.1% | +107.7% |
| 5Y | +119.3% | +11.0% | +108.3% | +121.4% |
| 10Y | +199.5% | +115.7% | +83.7% | +211.7% |
| All | +545.3% | +145.6% | +399.7% | +604.5% |
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