+83.8%
KRE vs ALL
+377.9%
-294.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.1% |
| 7D | +0.7% | +5.0% | -4.3% | -2.4% |
| 30D | +6.1% | +13.3% | -7.2% | -2.2% |
| 3M | -5.9% | +3.2% | -9.1% | -8.3% |
| 6M | +9.6% | +25.3% | -15.8% | -7.2% |
| YTD | +14.2% | +30.5% | -16.3% | -6.7% |
| 1Y | +22.5% | +29.2% | -6.7% | +0.7% |
| 3Y | +90.4% | +119.1% | -28.7% | +1.7% |
| 5Y | +11.9% | +162.6% | -150.8% | -50.7% |
| All | +83.8% | +377.9% | -294.1% | -44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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