-41.7%
GLW vs KRE
+5.3%
-47.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.2% | +7.6% | +7.5% |
| 7D | +1.4% | -1.6% | +3.0% | +1.4% |
| 30D | -18.2% | +4.9% | -23.1% | -17.8% |
| 3M | -24.2% | -4.5% | -19.7% | -23.0% |
| 6M | -41.7% | +7.7% | -49.4% | -44.4% |
| All | -41.7% | +5.3% | -47.0% | -44.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling