+22.5%
KRE vs A
+17.3%
+5.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | +0.7% | -0.5% | +1.2% | +0.8% |
| 30D | +6.1% | 0.0% | +6.2% | +6.1% |
| 3M | -5.9% | +16.7% | -22.6% | -8.3% |
| 6M | +9.6% | +54.8% | -45.2% | +0.5% |
| YTD | +14.2% | +28.8% | -14.6% | +11.0% |
| 1Y | +22.5% | +19.3% | +3.2% | +24.8% |
| All | +22.5% | +17.3% | +5.2% | +24.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling