+362.6%
KRE vs BAH
+886.2%
-523.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.9% |
| 7D | +1.3% | -3.2% | +4.5% | +2.2% |
| 30D | -2.7% | +2.0% | -4.7% | -3.4% |
| 3M | +8.2% | -7.6% | +15.8% | +9.9% |
| 6M | +12.8% | -5.7% | +18.5% | +13.2% |
| YTD | +17.5% | -11.7% | +29.2% | +19.0% |
| 1Y | +16.6% | -27.4% | +44.0% | +24.7% |
| 3Y | +79.5% | -32.5% | +112.0% | +87.4% |
| 5Y | +32.4% | -3.3% | +35.8% | +20.0% |
| 10Y | +124.1% | +186.0% | -61.9% | +39.5% |
| All | +362.6% | +886.2% | -523.6% | +76.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling