+121.6%
KRE vs ALL
+361.5%
-239.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.9% |
| 7D | -1.4% | -4.3% | +2.9% | +1.4% |
| 30D | -3.9% | -3.6% | -0.3% | -1.8% |
| 3M | +3.6% | +13.2% | -9.6% | -5.5% |
| 6M | +15.4% | +22.5% | -7.1% | -0.7% |
| YTD | +15.2% | +22.7% | -7.5% | -1.6% |
| 1Y | +16.5% | +28.3% | -11.9% | -3.9% |
| 3Y | +85.2% | +152.0% | -66.9% | -11.8% |
| 5Y | +33.1% | +115.4% | -82.3% | -31.3% |
| All | +121.6% | +361.5% | -239.9% | -35.2% |
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