+642.6%
GS vs KRE
+122.6%
+520.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +0.7% |
| 7D | +3.4% | +2.3% | +1.1% | +1.7% |
| 30D | +0.2% | -2.5% | +2.7% | +1.9% |
| 3M | -0.3% | +6.2% | -6.6% | -4.8% |
| 6M | +27.4% | +15.8% | +11.5% | +14.6% |
| YTD | +19.6% | +16.0% | +3.6% | +7.6% |
| 1Y | +42.5% | +16.2% | +26.3% | +27.3% |
| 3Y | +240.4% | +86.4% | +154.0% | +116.2% |
| 5Y | +188.9% | +33.0% | +155.9% | +124.9% |
| 10Y | +642.6% | +123.0% | +519.6% | +245.7% |
| All | +642.6% | +122.6% | +520.0% | +245.7% |
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 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