+81.6%
KO vs KRE
+31.9%
+49.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.3% |
| 7D | -1.1% | -1.4% | +0.3% | -1.0% |
| 30D | +1.6% | -3.9% | +5.5% | +1.9% |
| 3M | +5.8% | +3.6% | +2.1% | +5.4% |
| 6M | +14.3% | +15.4% | -1.1% | +12.7% |
| YTD | +27.3% | +15.2% | +12.1% | +25.4% |
| 1Y | +33.2% | +16.5% | +16.7% | +30.8% |
| 3Y | +64.5% | +85.2% | -20.7% | +49.3% |
| All | +81.6% | +31.9% | +49.7% | +79.2% |
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