+83.4%
JNJ vs KRE
+30.8%
+52.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.3% |
| 7D | -4.3% | -1.4% | -2.9% | -4.2% |
| 30D | +3.0% | -3.9% | +6.9% | +3.4% |
| 3M | +12.2% | +3.6% | +8.6% | +11.8% |
| 6M | +10.5% | +15.4% | -4.9% | +8.9% |
| YTD | +30.8% | +15.2% | +15.6% | +28.8% |
| 1Y | +54.9% | +16.5% | +38.5% | +52.3% |
| 3Y | +80.7% | +85.2% | -4.5% | +67.6% |
| 5Y | +83.4% | +33.1% | +50.3% | +77.6% |
| All | +83.4% | +30.8% | +52.6% | +77.6% |
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