+210.2%
HD vs KRE
+119.6%
+90.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.1% | -0.6% |
| 7D | -1.8% | -1.1% | -0.7% | -1.4% |
| 30D | -10.8% | -3.4% | -7.5% | -9.7% |
| 3M | -2.7% | +3.7% | -6.4% | -4.0% |
| 6M | -10.3% | +14.8% | -25.0% | -14.8% |
| YTD | -7.8% | +14.7% | -22.5% | -12.7% |
| 1Y | -23.1% | +16.0% | -39.1% | -27.7% |
| 3Y | +2.0% | +84.3% | -82.2% | -21.5% |
| 5Y | +6.2% | +30.9% | -24.6% | -8.5% |
| 10Y | +210.2% | +122.0% | +88.2% | +99.1% |
| All | +210.2% | +119.6% | +90.5% | +99.1% |
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