+16.6%
KRE vs BAM
-8.8%
+25.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.3% |
| 7D | +1.3% | -2.0% | +3.3% | +2.0% |
| 30D | -2.7% | -2.9% | +0.2% | -1.9% |
| 3M | +8.2% | +9.4% | -1.2% | +4.2% |
| 6M | +12.8% | +10.8% | +2.1% | +7.9% |
| YTD | +17.5% | -0.4% | +17.9% | +16.5% |
| 1Y | +16.6% | -10.9% | +27.4% | +19.8% |
| All | +16.6% | -8.8% | +25.4% | +19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 1y: compounded portfolio wealth divided by compounded BAM 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…
1y analysis · Full analysis span regression · 6 months rolling