+151.0%
KRE vs ALL
+679.4%
-528.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +2.0% |
| 7D | -0.4% | -3.9% | +3.5% | +2.1% |
| 30D | +6.4% | +10.6% | -4.2% | -0.7% |
| 3M | -3.1% | -4.6% | +1.5% | -0.8% |
| 6M | +6.4% | +20.2% | -13.8% | -7.8% |
| YTD | +15.3% | +23.7% | -8.4% | -2.8% |
| 1Y | +23.3% | +27.9% | -4.6% | +1.4% |
| 3Y | +93.6% | +109.2% | -15.5% | +9.0% |
| 5Y | +13.2% | +148.0% | -134.8% | -45.3% |
| 10Y | +103.1% | +363.8% | -260.7% | -36.0% |
| All | +151.0% | +679.4% | -528.4% | -49.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling