+11.5%
KRE vs BAH
+7.8%
+3.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | +0.3% | -2.6% | +2.9% | +0.7% |
| 30D | +5.0% | +20.4% | -15.3% | +1.8% |
| 3M | -5.7% | +11.9% | -17.6% | -7.7% |
| 6M | +7.5% | +17.1% | -9.6% | +4.1% |
| YTD | +13.8% | +5.5% | +8.3% | +11.2% |
| 1Y | +20.7% | +5.6% | +15.1% | +17.7% |
| 3Y | +90.1% | -26.5% | +116.6% | +89.8% |
| 5Y | +11.5% | +6.5% | +5.1% | +2.3% |
| All | +11.5% | +7.8% | +3.7% | +2.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling