+185.8%
GS vs KRE
+79.4%
+106.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -5.6% |
| 3M | -15.7% | -5.1% | -10.7% | -12.6% |
| 6M | -6.8% | +3.3% | -10.1% | -9.3% |
| YTD | -0.1% | +13.3% | -13.4% | -8.9% |
| 1Y | +12.1% | +22.9% | -10.8% | -3.5% |
| 3Y | +185.8% | +82.1% | +103.7% | +98.8% |
| All | +185.8% | +79.4% | +106.4% | +98.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling