+138.3%
GOOGL vs KRE
+30.8%
+107.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.4% |
| 7D | -2.8% | -1.4% | -1.4% | -2.3% |
| 30D | -3.2% | -3.9% | +0.7% | -1.9% |
| 3M | -6.6% | +3.6% | -10.2% | -7.9% |
| 6M | +8.5% | +15.4% | -6.9% | +3.1% |
| YTD | +6.5% | +15.2% | -8.7% | +0.9% |
| 1Y | +39.4% | +16.5% | +23.0% | +31.3% |
| 3Y | +146.2% | +85.2% | +61.0% | +90.7% |
| 5Y | +138.3% | +33.1% | +105.2% | +123.7% |
| All | +138.3% | +30.8% | +107.6% | +123.7% |
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