-3.5%
HD vs KRE
+21.7%
-25.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -1.2% | -1.6% | +0.4% | -0.2% |
| 30D | +20.9% | +4.9% | +16.0% | +18.0% |
| 3M | -0.2% | -4.5% | +4.3% | +2.0% |
| 6M | +14.5% | +7.7% | +6.8% | +10.3% |
| YTD | +4.3% | +14.5% | -10.2% | -4.2% |
| 1Y | -3.5% | +21.5% | -25.0% | -14.7% |
| All | -3.5% | +21.7% | -25.1% | -14.7% |
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