+29.3%
KRE vs BAM
+71.9%
-42.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.4% | +2.1% | +0.5% |
| 7D | +2.3% | -1.6% | +3.9% | +3.2% |
| 30D | -2.5% | -6.0% | +3.5% | +0.4% |
| 3M | +6.2% | +7.3% | -1.1% | +1.3% |
| 6M | +15.8% | +8.2% | +7.6% | +9.5% |
| YTD | +16.0% | -3.8% | +19.8% | +16.4% |
| 1Y | +16.2% | -10.7% | +26.9% | +21.3% |
| 3Y | +86.4% | +55.3% | +31.1% | +33.7% |
| All | +29.3% | +71.9% | -42.5% | -13.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling