+185.7%
GS vs KRE
+31.9%
+153.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.5% | -0.3% |
| 7D | +0.9% | +1.3% | -0.4% | +0.1% |
| 30D | -1.6% | -2.7% | +1.1% | +0.1% |
| 3M | -4.5% | +8.2% | -12.7% | -9.5% |
| 6M | +20.9% | +12.8% | +8.1% | +11.6% |
| YTD | +19.9% | +17.5% | +2.4% | +8.0% |
| 1Y | +41.4% | +16.6% | +24.8% | +27.5% |
| 3Y | +239.2% | +79.5% | +159.7% | +136.1% |
| All | +185.7% | +31.9% | +153.8% | +136.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling