+430.6%
KLAC vs KRE
+30.8%
+399.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.5% | -3.6% | -3.4% |
| 7D | +2.5% | -1.4% | +3.9% | +3.3% |
| 30D | -11.5% | -3.9% | -7.6% | -9.5% |
| 3M | -16.9% | +3.6% | -20.6% | -18.6% |
| 6M | +22.2% | +15.4% | +6.9% | +12.9% |
| YTD | +46.4% | +15.2% | +31.1% | +35.1% |
| 1Y | +91.0% | +16.5% | +74.5% | +74.7% |
| 3Y | +264.6% | +85.2% | +179.4% | +150.6% |
| 5Y | +430.6% | +33.1% | +397.5% | +391.6% |
| All | +430.6% | +30.8% | +399.8% | +391.6% |
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