+22.5%
KRE vs BAM
-1.2%
+23.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | +0.7% | -2.7% | +3.4% | +1.6% |
| 30D | +6.1% | +15.5% | -9.4% | +1.3% |
| 3M | -5.9% | -6.9% | +0.9% | -4.1% |
| 6M | +9.6% | +9.9% | -0.3% | +5.4% |
| YTD | +14.2% | +1.4% | +12.8% | +12.0% |
| 1Y | +22.5% | +3.3% | +19.2% | +18.8% |
| All | +22.5% | -1.2% | +23.7% | +18.8% |
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