+382.5%
GLW vs KRE
+32.0%
+350.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -1.3% | +8.8% | +8.1% |
| 7D | +14.0% | +2.3% | +11.7% | +12.8% |
| 30D | +0.4% | -2.5% | +2.9% | +1.5% |
| 3M | -11.3% | +6.2% | -17.6% | -14.1% |
| 6M | +35.1% | +15.8% | +19.2% | +25.8% |
| YTD | +90.5% | +16.0% | +74.5% | +77.1% |
| 1Y | +132.0% | +16.2% | +115.9% | +115.0% |
| 3Y | +463.3% | +86.4% | +376.9% | +310.7% |
| 5Y | +382.5% | +33.0% | +349.5% | +329.0% |
| All | +382.5% | +32.0% | +350.5% | +329.0% |
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