+83.8%
KRE vs BAX
-35.8%
+119.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | +0.7% | +0.1% | +0.7% | +0.7% |
| 30D | +6.1% | +4.1% | +2.1% | +4.3% |
| 3M | -5.9% | -4.5% | -1.4% | -4.9% |
| 6M | +9.6% | +49.2% | -39.6% | -6.1% |
| YTD | +14.2% | +35.2% | -21.1% | -0.4% |
| 1Y | +22.5% | +38.3% | -15.8% | +5.9% |
| 3Y | +90.4% | -19.0% | +109.4% | +92.6% |
| 5Y | +11.9% | -64.2% | +76.0% | +59.5% |
| All | +83.8% | -35.8% | +119.7% | +133.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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