-41.7%
INTU vs KRE
+33.4%
-75.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.9% | -3.6% |
| 7D | -7.5% | +2.3% | -9.9% | -8.4% |
| 30D | -1.9% | -2.5% | +0.5% | -1.0% |
| 3M | +4.9% | +6.2% | -1.4% | +2.3% |
| 6M | -33.2% | +15.8% | -49.0% | -37.5% |
| YTD | -51.4% | +16.0% | -67.4% | -54.8% |
| 1Y | -52.0% | +16.2% | -68.2% | -55.5% |
| 3Y | -40.7% | +86.4% | -127.1% | -57.9% |
| All | -41.7% | +33.4% | -75.1% | -46.6% |
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 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