+867.9%
GLW vs KRE
+119.6%
+748.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +2.1% |
| 7D | +16.9% | -1.1% | +17.9% | +17.5% |
| 30D | +7.0% | -3.4% | +10.4% | +8.9% |
| 3M | -3.0% | +3.7% | -6.7% | -5.3% |
| 6M | +31.0% | +14.8% | +16.2% | +21.1% |
| YTD | +93.4% | +14.7% | +78.8% | +78.6% |
| 1Y | +134.7% | +16.0% | +118.7% | +114.6% |
| 3Y | +471.8% | +84.3% | +387.6% | +292.8% |
| 5Y | +394.5% | +30.9% | +363.6% | +301.7% |
| 10Y | +867.9% | +122.0% | +746.0% | +463.8% |
| All | +867.9% | +119.6% | +748.3% | +463.8% |
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