+86.4%
KRE vs ALL
+150.3%
-63.9%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.1% | -0.6% |
| 7D | +2.3% | -1.7% | +4.0% | +2.8% |
| 30D | -2.5% | -4.7% | +2.2% | -1.3% |
| 3M | +6.2% | +18.4% | -12.1% | +0.4% |
| 6M | +15.8% | +20.5% | -4.7% | +8.6% |
| YTD | +16.0% | +23.5% | -7.5% | +7.6% |
| 1Y | +16.2% | +29.0% | -12.8% | +6.2% |
| 3Y | +86.4% | +153.7% | -67.3% | +40.9% |
| All | +86.4% | +150.3% | -63.9% | +40.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling