+349.6%
KRE vs BAH
+1,076.0%
-726.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +0.7% | +1.7% | -1.0% | +0.3% |
| 30D | +6.1% | +20.8% | -14.7% | +0.5% |
| 3M | -5.9% | +11.6% | -17.5% | -9.2% |
| 6M | +9.6% | +23.1% | -13.5% | +2.0% |
| YTD | +14.2% | +5.3% | +8.9% | +9.6% |
| 1Y | +22.5% | +6.1% | +16.4% | +17.1% |
| 3Y | +90.4% | -27.5% | +117.9% | +95.8% |
| 5Y | +11.9% | +6.2% | +5.7% | -0.9% |
| 10Y | +88.8% | +202.2% | -113.4% | +15.9% |
| All | +349.6% | +1,076.0% | -726.4% | +62.4% |
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