+604.6%
GLD vs KRE
+154.6%
+450.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.4% | -0.8% |
| 7D | -0.5% | +1.3% | -1.8% | -0.5% |
| 30D | +4.4% | -2.7% | +7.1% | +4.3% |
| 3M | -1.1% | +8.2% | -9.3% | -0.9% |
| 6M | -13.8% | +12.8% | -26.6% | -13.5% |
| YTD | +2.6% | +17.5% | -14.9% | +3.2% |
| 1Y | +24.5% | +16.6% | +7.9% | +25.2% |
| 3Y | +125.8% | +79.5% | +46.4% | +130.8% |
| 5Y | +137.8% | +32.4% | +105.4% | +141.5% |
| 10Y | +221.4% | +124.1% | +97.2% | +234.9% |
| All | +604.6% | +154.6% | +450.0% | +670.1% |
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