+82.1%
KRE vs B
+165.5%
-83.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.2% |
| 7D | +0.3% | +9.6% | -9.3% | -0.4% |
| 30D | +4.8% | +3.5% | +1.3% | +4.4% |
| 3M | -5.1% | -1.6% | -3.5% | -5.2% |
| 6M | +3.3% | -1.7% | +5.0% | +3.0% |
| YTD | +13.3% | -5.3% | +18.7% | +12.7% |
| 1Y | +22.9% | +27.2% | -4.3% | +18.5% |
| 3Y | +82.1% | +166.1% | -84.0% | +49.9% |
| All | +82.1% | +165.5% | -83.4% | +49.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling