-23.9%
HD vs KRE
+16.4%
-40.3%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.7% |
| 7D | -3.9% | -1.4% | -2.5% | -3.3% |
| 30D | -13.1% | -3.9% | -9.2% | -11.7% |
| 3M | -3.4% | +3.6% | -7.1% | -4.8% |
| 6M | -12.6% | +15.4% | -27.9% | -16.8% |
| YTD | -9.2% | +15.2% | -24.5% | -14.4% |
| 1Y | -23.9% | +16.5% | -40.4% | -29.2% |
| All | -23.9% | +16.4% | -40.3% | -29.2% |
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 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