+1,371.8%
HD vs KRE
+154.6%
+1,217.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.7% |
| 7D | -2.1% | +1.3% | -3.4% | -2.6% |
| 30D | -8.4% | -2.7% | -5.7% | -7.4% |
| 3M | +4.3% | +8.2% | -3.8% | +0.7% |
| 6M | -11.1% | +12.8% | -23.9% | -15.8% |
| YTD | -4.7% | +17.5% | -22.2% | -11.6% |
| 1Y | -19.8% | +16.6% | -36.4% | -25.6% |
| 3Y | +4.1% | +79.5% | -75.4% | -22.8% |
| 5Y | +10.3% | +32.4% | -22.1% | -8.8% |
| 10Y | +203.2% | +124.1% | +79.0% | +75.9% |
| All | +1,371.8% | +154.6% | +1,217.2% | +599.7% |
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 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