+18.3%
HYG vs KRE
+32.1%
-13.8%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -0.7% | -1.8% | +1.1% | -0.5% |
| 30D | -0.7% | -4.5% | +3.8% | -0.2% |
| 3M | -0.2% | +2.7% | -2.9% | -0.6% |
| 6M | +1.4% | +16.9% | -15.4% | -0.7% |
| YTD | +1.5% | +15.4% | -13.9% | -0.6% |
| 1Y | +2.9% | +16.1% | -13.2% | +0.6% |
| 3Y | +25.6% | +85.7% | -60.1% | +13.4% |
| All | +18.3% | +32.1% | -13.8% | +13.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling