+122.0%
KRE vs B
+200.3%
-78.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.2% |
| 7D | -1.1% | +1.0% | -2.1% | -1.1% |
| 30D | -3.4% | +9.5% | -12.9% | -3.5% |
| 3M | +3.7% | +14.3% | -10.6% | +3.5% |
| 6M | +14.8% | -1.9% | +16.6% | +14.7% |
| YTD | +14.7% | +4.1% | +10.6% | +14.5% |
| 1Y | +16.0% | +56.1% | -40.1% | +15.5% |
| 3Y | +84.3% | +202.0% | -117.8% | +82.6% |
| 5Y | +30.9% | +158.8% | -127.9% | +29.0% |
| 10Y | +122.0% | +211.9% | -89.9% | +125.3% |
| All | +122.0% | +200.3% | -78.3% | +125.3% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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