+192.5%
JNJ vs KRE
+124.8%
+67.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -3.5% | -1.8% | -1.7% | -3.2% |
| 30D | +2.3% | -4.5% | +6.8% | +3.1% |
| 3M | +12.0% | +2.7% | +9.2% | +11.4% |
| 6M | +10.5% | +16.9% | -6.4% | +7.5% |
| YTD | +30.4% | +15.4% | +15.0% | +27.0% |
| 1Y | +52.1% | +16.1% | +36.1% | +47.7% |
| 3Y | +77.8% | +85.7% | -7.9% | +56.2% |
| 5Y | +82.9% | +33.3% | +49.6% | +68.4% |
| All | +192.5% | +124.8% | +67.7% | +125.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling