+22.1%
KRE vs B
+3.3%
+18.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | -0.4% |
| 7D | +0.3% | -6.2% | +6.5% | +0.6% |
| 30D | +5.0% | -6.6% | +11.6% | +5.2% |
| 3M | -5.7% | -7.9% | +2.1% | -5.5% |
| 6M | +7.5% | -16.8% | +24.3% | +8.3% |
| YTD | +13.8% | -11.7% | +25.5% | +12.6% |
| All | +22.1% | +3.3% | +18.9% | +20.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling