+274.4%
KLAC vs KRE
+84.3%
+190.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.8% | +1.9% |
| 7D | -2.7% | -1.8% | -0.9% | -1.8% |
| 30D | -13.2% | -4.5% | -8.7% | -11.1% |
| 3M | -25.0% | +2.7% | -27.8% | -26.1% |
| 6M | +23.6% | +16.9% | +6.7% | +14.3% |
| YTD | +49.2% | +15.4% | +33.9% | +38.7% |
| 1Y | +89.3% | +16.1% | +73.2% | +75.0% |
| 3Y | +274.4% | +85.7% | +188.6% | +183.9% |
| All | +274.4% | +84.3% | +190.1% | +183.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling