-11.1%
HD vs KRE
+12.6%
-23.7%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.5% |
| 7D | -2.1% | +1.3% | -3.4% | -3.0% |
| 30D | -8.4% | -2.7% | -5.7% | -6.5% |
| 3M | +4.3% | +8.2% | -3.8% | -2.9% |
| 6M | -11.1% | +12.8% | -23.9% | -21.4% |
| All | -11.1% | +12.6% | -23.7% | -21.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling