+86.4%
KRE vs BAH
-32.1%
+118.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.3% | -1.2% |
| 7D | +2.3% | -4.3% | +6.7% | +2.8% |
| 30D | -2.5% | -4.5% | +2.0% | -2.1% |
| 3M | +6.2% | -7.6% | +13.8% | +7.0% |
| 6M | +15.8% | -10.6% | +26.4% | +16.8% |
| YTD | +16.0% | -12.6% | +28.6% | +16.6% |
| 1Y | +16.2% | -27.0% | +43.2% | +19.2% |
| 3Y | +86.4% | -31.5% | +117.9% | +87.9% |
| All | +86.4% | -32.1% | +118.5% | +87.9% |
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