+198.8%
GS vs KRE
+91.1%
+107.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.0% |
| 7D | +5.1% | +0.3% | +4.8% | +5.0% |
| 30D | +2.4% | +5.0% | -2.6% | -1.0% |
| 3M | -11.5% | -5.7% | -5.7% | -7.7% |
| 6M | -2.5% | +7.5% | -10.0% | -7.8% |
| YTD | +5.5% | +13.8% | -8.4% | -4.1% |
| 1Y | +11.0% | +20.7% | -9.6% | -3.2% |
| All | +198.8% | +91.1% | +107.7% | +102.9% |
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