+89.3%
KRE vs ALL
+371.2%
-281.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.4% |
| 7D | -1.6% | -2.6% | +1.0% | -0.1% |
| 30D | +4.9% | +12.7% | -7.8% | -3.1% |
| 3M | -4.5% | +0.4% | -4.9% | -5.3% |
| 6M | +7.7% | +23.8% | -16.1% | -8.2% |
| YTD | +14.5% | +27.8% | -13.3% | -5.2% |
| 1Y | +21.5% | +28.9% | -7.3% | -0.1% |
| 3Y | +91.2% | +113.9% | -22.6% | +3.8% |
| 5Y | +11.8% | +157.4% | -145.6% | -50.2% |
| 10Y | +89.3% | +369.0% | -279.6% | -43.5% |
| All | +89.3% | +371.2% | -281.8% | -43.5% |
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