+2,896.3%
KLAC vs KRE
+124.8%
+2,771.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.8% | +1.9% |
| 7D | -2.7% | -1.8% | -0.9% | -1.7% |
| 30D | -13.2% | -4.5% | -8.7% | -11.0% |
| 3M | -25.0% | +2.7% | -27.8% | -26.2% |
| 6M | +23.6% | +16.9% | +6.7% | +13.6% |
| YTD | +49.2% | +15.4% | +33.9% | +37.9% |
| 1Y | +89.3% | +16.1% | +73.2% | +73.8% |
| 3Y | +274.4% | +85.7% | +188.6% | +159.7% |
| 5Y | +440.9% | +33.3% | +407.7% | +347.7% |
| All | +2,896.3% | +124.8% | +2,771.5% | +1,774.4% |
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