+478.5%
GS vs KRE
+110.3%
+368.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.7% | +2.9% | +3.5% |
| 7D | +0.8% | -0.4% | +1.2% | +1.2% |
| 30D | +1.2% | +6.4% | -5.2% | -3.0% |
| 3M | -12.4% | -3.1% | -9.3% | -10.5% |
| 6M | -2.3% | +6.4% | -8.7% | -6.8% |
| YTD | +4.6% | +15.3% | -10.7% | -5.5% |
| 1Y | +17.5% | +23.3% | -5.7% | +1.3% |
| 3Y | +202.0% | +93.6% | +108.4% | +87.8% |
| 5Y | +152.4% | +13.2% | +139.2% | +122.2% |
| 10Y | +478.5% | +103.1% | +375.4% | +190.2% |
| All | +478.5% | +110.3% | +368.2% | +190.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling