+871.8%
GS vs KRE
+154.6%
+717.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.5% | -0.3% |
| 7D | +0.9% | +1.3% | -0.4% | 0.0% |
| 30D | -1.6% | -2.7% | +1.1% | +0.4% |
| 3M | -4.5% | +8.2% | -12.7% | -10.3% |
| 6M | +20.9% | +12.8% | +8.1% | +10.1% |
| YTD | +19.9% | +17.5% | +2.4% | +5.9% |
| 1Y | +41.4% | +16.6% | +24.8% | +24.9% |
| 3Y | +239.2% | +79.5% | +159.7% | +112.3% |
| 5Y | +185.0% | +32.4% | +152.6% | +114.6% |
| 10Y | +655.0% | +124.1% | +530.8% | +251.3% |
| All | +871.8% | +154.6% | +717.2% | +292.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling