+151.7%
HYG vs KRE
+150.4%
+1.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -0.7% | -1.8% | +1.1% | -0.4% |
| 30D | -0.7% | -4.5% | +3.8% | 0.0% |
| 3M | -0.2% | +2.7% | -2.9% | -0.7% |
| 6M | +1.4% | +16.9% | -15.4% | -1.2% |
| YTD | +1.5% | +15.4% | -13.9% | -1.1% |
| 1Y | +2.9% | +16.1% | -13.2% | 0.0% |
| 3Y | +25.6% | +85.7% | -60.1% | +11.3% |
| 5Y | +18.6% | +33.3% | -14.7% | +9.6% |
| 10Y | +55.7% | +123.3% | -67.6% | +25.3% |
| All | +151.7% | +150.4% | +1.3% | +79.9% |
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