+33.0%
KRE vs ALL
+117.0%
-84.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.1% | -0.3% |
| 7D | +2.3% | -1.7% | +4.0% | +3.1% |
| 30D | -2.5% | -4.7% | +2.2% | -0.6% |
| 3M | +6.2% | +18.4% | -12.1% | -2.1% |
| 6M | +15.8% | +20.5% | -4.7% | +5.5% |
| YTD | +16.0% | +23.5% | -7.5% | +4.0% |
| 1Y | +16.2% | +29.0% | -12.8% | +1.9% |
| 3Y | +86.4% | +153.7% | -67.3% | +10.6% |
| 5Y | +33.0% | +114.8% | -81.8% | -13.5% |
| All | +33.0% | +117.0% | -84.1% | -13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling