+1,346.1%
JPM vs KRE
+151.4%
+1,194.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.2% | -0.3% |
| 7D | -0.4% | +2.3% | -2.7% | -2.4% |
| 30D | -1.1% | -2.5% | +1.4% | +1.0% |
| 3M | +14.1% | +6.2% | +7.9% | +8.0% |
| 6M | +23.3% | +15.8% | +7.5% | +8.2% |
| YTD | +11.3% | +16.0% | -4.7% | -2.8% |
| 1Y | +23.0% | +16.2% | +6.8% | +6.4% |
| 3Y | +162.6% | +86.4% | +76.1% | +41.2% |
| 5Y | +152.8% | +33.0% | +119.8% | +71.2% |
| 10Y | +583.6% | +123.0% | +460.7% | +153.8% |
| All | +1,346.1% | +151.4% | +1,194.7% | +323.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling