+155.8%
KRE vs B
+121.0%
+34.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +0.6% |
| 7D | +1.3% | -1.6% | +2.9% | +1.4% |
| 30D | -2.7% | +9.4% | -12.1% | -3.1% |
| 3M | +8.2% | +5.0% | +3.2% | +7.8% |
| 6M | +12.8% | -3.5% | +16.4% | +12.7% |
| YTD | +17.5% | +4.5% | +13.0% | +16.9% |
| 1Y | +16.6% | +67.8% | -51.2% | +13.5% |
| 3Y | +79.5% | +196.7% | -117.2% | +70.0% |
| 5Y | +32.4% | +151.9% | -119.5% | +25.5% |
| 10Y | +124.1% | +202.2% | -78.0% | +107.6% |
| All | +155.8% | +121.0% | +34.8% | +105.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling