+27.8%
INTC vs KRE
+11.4%
+16.4%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.7% |
| 7D | +6.0% | +0.7% | +5.3% | +5.6% |
| 30D | -39.2% | +6.1% | -45.3% | -41.1% |
| 3M | -42.9% | -5.9% | -37.0% | -41.2% |
| 6M | -50.4% | +9.6% | -60.0% | -53.1% |
| YTD | +61.7% | +14.2% | +47.5% | +49.8% |
| 1Y | +66.1% | +22.5% | +43.6% | +47.9% |
| 3Y | +58.1% | +90.4% | -32.2% | +13.8% |
| All | +27.8% | +11.4% | +16.4% | +25.4% |
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 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