+121.9%
KRE vs A
+256.4%
-134.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.5% | -1.1% |
| 7D | -1.8% | -2.6% | +0.8% | -0.6% |
| 30D | -4.5% | -0.9% | -3.6% | -4.4% |
| 3M | +2.7% | +13.6% | -10.9% | -3.8% |
| 6M | +16.9% | +27.8% | -11.0% | +1.8% |
| YTD | +15.4% | +8.6% | +6.7% | +8.7% |
| 1Y | +16.1% | +16.9% | -0.8% | +4.7% |
| 3Y | +85.7% | +32.9% | +52.8% | +51.5% |
| 5Y | +33.3% | -14.1% | +47.4% | +34.2% |
| All | +121.9% | +256.4% | -134.5% | +5.8% |
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