+57.4%
JNJ vs KRE
+17.8%
+39.7%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.7% | -1.2% |
| 7D | +2.7% | +1.3% | +1.4% | +2.7% |
| 30D | +7.4% | -2.7% | +10.1% | +7.4% |
| 3M | +21.2% | +8.2% | +13.0% | +20.9% |
| 6M | +13.4% | +12.8% | +0.6% | +13.2% |
| YTD | +35.1% | +17.5% | +17.6% | +34.5% |
| 1Y | +57.4% | +16.6% | +40.9% | +56.1% |
| All | +57.4% | +17.8% | +39.7% | +56.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling