+245.3%
HD vs KRE
+94.6%
+150.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -1.2% | -1.6% | +0.4% | -0.5% |
| 30D | +20.9% | +4.9% | +16.0% | +18.8% |
| 3M | -0.2% | -4.5% | +4.3% | +1.6% |
| 6M | +14.5% | +7.7% | +6.8% | +11.4% |
| YTD | +4.3% | +14.5% | -10.2% | -1.1% |
| 1Y | -3.5% | +21.5% | -25.0% | -10.5% |
| 3Y | +30.1% | +91.2% | -61.1% | -1.0% |
| 5Y | +8.5% | +11.8% | -3.3% | -0.4% |
| 10Y | +245.3% | +89.3% | +155.9% | +150.1% |
| All | +245.3% | +94.6% | +150.7% | +150.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling