+452.7%
GS vs KRE
+106.7%
+346.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | -3.2% | +0.3% | -3.5% | -3.3% |
| 30D | -2.4% | +4.8% | -7.2% | -5.5% |
| 3M | -15.7% | -5.1% | -10.7% | -12.7% |
| 6M | -6.8% | +3.3% | -10.1% | -9.2% |
| YTD | -0.1% | +13.3% | -13.4% | -8.6% |
| 1Y | +12.1% | +22.9% | -10.8% | -3.2% |
| 3Y | +185.8% | +82.1% | +103.7% | +85.3% |
| 5Y | +140.1% | +11.0% | +129.1% | +114.2% |
| All | +452.7% | +106.7% | +346.0% | +180.5% |
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