+83.8%
KRE vs A
+302.9%
-219.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.1% |
| 7D | +0.7% | -0.5% | +1.2% | +0.9% |
| 30D | +6.1% | 0.0% | +6.2% | +5.9% |
| 3M | -5.9% | +16.7% | -22.6% | -13.1% |
| 6M | +9.6% | +54.8% | -45.2% | -12.8% |
| YTD | +14.2% | +28.8% | -14.6% | -1.2% |
| 1Y | +22.5% | +19.3% | +3.2% | +10.1% |
| 3Y | +90.4% | +65.5% | +24.8% | +39.1% |
| 5Y | +11.9% | +12.1% | -0.2% | -1.7% |
| All | +83.8% | +302.9% | -219.0% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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