+1,520.2%
HD vs KRE
+149.9%
+1,370.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.7% | +1.2% | +2.1% |
| 7D | +3.6% | -0.4% | +4.0% | +3.8% |
| 30D | +21.6% | +6.4% | +15.1% | +18.4% |
| 3M | +0.1% | -3.1% | +3.2% | +1.6% |
| 6M | +13.0% | +6.4% | +6.6% | +10.0% |
| YTD | +4.9% | +15.3% | -10.4% | -1.8% |
| 1Y | -2.1% | +23.3% | -25.3% | -11.0% |
| 3Y | +32.6% | +93.6% | -61.0% | -4.7% |
| 5Y | +8.2% | +13.2% | -5.0% | -3.4% |
| 10Y | +257.9% | +103.1% | +154.8% | +118.5% |
| All | +1,520.2% | +149.9% | +1,370.3% | +677.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling