-4.6%
HD vs KRE
+27.2%
-31.8%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.7% | +4.8% | +5.5% |
| 7D | +11.9% | +2.8% | +9.1% | +10.3% |
| 30D | +26.4% | +5.3% | +21.1% | +23.0% |
| 3M | +2.8% | -4.2% | +7.0% | +4.8% |
| 6M | +15.5% | +8.7% | +6.8% | +10.7% |
| YTD | +5.5% | +16.4% | -10.8% | -3.7% |
| 1Y | -4.6% | +26.9% | -31.5% | -17.4% |
| All | -4.6% | +27.2% | -31.8% | -17.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling