+994.4%
GLW vs KRE
+154.6%
+839.8%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.5% | +5.2% | +5.4% |
| 7D | +3.8% | +1.3% | +2.5% | +3.0% |
| 30D | -1.3% | -2.7% | +1.3% | +0.1% |
| 3M | -21.8% | +8.2% | -30.0% | -25.3% |
| 6M | +6.9% | +12.8% | -5.9% | 0.0% |
| YTD | +77.2% | +17.5% | +59.7% | +61.7% |
| 1Y | +123.2% | +16.6% | +106.7% | +103.8% |
| 3Y | +400.0% | +79.5% | +320.5% | +251.1% |
| 5Y | +342.8% | +32.4% | +310.4% | +256.0% |
| 10Y | +771.4% | +124.1% | +647.2% | +392.9% |
| All | +994.4% | +154.6% | +839.8% | +448.4% |
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 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