+10.9%
KRE vs B
+134.6%
-123.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.2% |
| 7D | +0.3% | +9.6% | -9.3% | -0.3% |
| 30D | +4.8% | +3.5% | +1.3% | +4.5% |
| 3M | -5.1% | -1.6% | -3.5% | -5.1% |
| 6M | +3.3% | -1.7% | +5.0% | +3.1% |
| YTD | +13.3% | -5.3% | +18.7% | +12.9% |
| 1Y | +22.9% | +27.2% | -4.3% | +20.0% |
| 3Y | +82.1% | +166.1% | -84.0% | +66.0% |
| All | +10.9% | +134.6% | -123.7% | -1.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling