+149.8%
KRE vs B
+96.0%
+53.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.1% | +5.6% | -0.2% |
| 7D | +0.3% | +7.1% | -6.8% | 0.0% |
| 30D | +5.9% | -3.3% | +9.2% | +6.0% |
| 3M | -3.3% | -2.5% | -0.8% | -3.3% |
| 6M | +5.8% | -7.2% | +13.1% | +5.9% |
| YTD | +14.7% | -7.4% | +22.1% | +14.6% |
| 1Y | +22.0% | +16.4% | +5.6% | +20.7% |
| 3Y | +91.6% | +178.7% | -87.1% | +82.0% |
| 5Y | +13.0% | +121.7% | -108.7% | +7.6% |
| 10Y | +94.0% | +208.6% | -114.6% | +79.4% |
| All | +149.8% | +96.0% | +53.8% | +101.5% |
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