+3.6%
GOOG vs KRE
+27.2%
-23.6%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.7% | +1.5% | +2.8% |
| 7D | -10.7% | +2.8% | -13.5% | -11.3% |
| 30D | -16.4% | +5.3% | -21.8% | -17.6% |
| 3M | -23.4% | -4.2% | -19.2% | -22.4% |
| 6M | -24.2% | +8.7% | -32.9% | -26.0% |
| YTD | -8.3% | +16.4% | -24.6% | -12.2% |
| 1Y | +3.6% | +26.9% | -23.3% | -2.6% |
| All | +3.6% | +27.2% | -23.6% | -2.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling