+89.8%
KRE vs BAH
-26.6%
+116.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | +0.3% | -2.6% | +2.9% | +0.5% |
| 30D | +5.0% | +20.4% | -15.3% | +3.1% |
| 3M | -5.7% | +11.9% | -17.6% | -6.9% |
| 6M | +7.5% | +17.1% | -9.6% | +5.5% |
| YTD | +13.8% | +5.5% | +8.3% | +12.3% |
| 1Y | +20.7% | +5.6% | +15.1% | +18.9% |
| All | +89.8% | -26.6% | +116.4% | +87.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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