+590.9%
JPM vs KRE
+124.8%
+466.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.6% | +0.7% |
| 7D | -0.7% | -1.8% | +1.1% | +0.6% |
| 30D | -2.5% | -4.5% | +2.0% | +0.6% |
| 3M | +14.1% | +2.7% | +11.4% | +11.8% |
| 6M | +25.1% | +16.9% | +8.2% | +12.3% |
| YTD | +12.1% | +15.4% | -3.2% | +1.3% |
| 1Y | +18.8% | +16.1% | +2.7% | +6.3% |
| 3Y | +163.4% | +85.7% | +77.7% | +63.7% |
| 5Y | +156.5% | +33.3% | +123.3% | +95.3% |
| All | +590.9% | +124.8% | +466.0% | +233.7% |
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