+3,227.7%
GOOG vs KRE
+148.5%
+3,079.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.7% |
| 7D | -1.6% | -1.1% | -0.5% | -1.2% |
| 30D | -7.7% | -3.4% | -4.3% | -6.5% |
| 3M | -9.3% | +3.7% | -13.0% | -10.7% |
| 6M | +7.4% | +14.8% | -7.3% | +1.8% |
| YTD | +4.9% | +14.7% | -9.8% | -0.9% |
| 1Y | +37.2% | +16.0% | +21.2% | +28.7% |
| 3Y | +141.6% | +84.3% | +57.4% | +84.6% |
| 5Y | +128.8% | +30.9% | +97.9% | +96.1% |
| 10Y | +772.7% | +122.0% | +650.8% | +454.7% |
| All | +3,227.7% | +148.5% | +3,079.3% | +1,708.0% |
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 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