+31.0%
KRE vs BAM
+78.0%
-47.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.2% |
| 7D | +1.3% | -2.0% | +3.3% | +2.4% |
| 30D | -2.7% | -2.9% | +0.2% | -1.4% |
| 3M | +8.2% | +9.4% | -1.2% | +2.2% |
| 6M | +12.8% | +10.8% | +2.1% | +5.4% |
| YTD | +17.5% | -0.4% | +17.9% | +15.8% |
| 1Y | +16.6% | -10.9% | +27.4% | +22.1% |
| 3Y | +79.5% | +61.3% | +18.2% | +26.2% |
| All | +31.0% | +78.0% | -47.0% | -13.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling