+15.9%
KRE vs ALL
+29.8%
-13.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -1.1% | -2.2% | +1.2% | -0.6% |
| 30D | -3.4% | -5.6% | +2.2% | -2.4% |
| 3M | +3.7% | +17.2% | -13.5% | -1.0% |
| 6M | +14.8% | +23.2% | -8.5% | +7.6% |
| YTD | +14.7% | +23.6% | -8.9% | +7.0% |
| All | +15.9% | +29.8% | -13.9% | +6.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling