+121.9%
KRE vs BAX
-38.1%
+160.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.7% |
| 7D | -1.8% | -7.9% | +6.0% | +0.9% |
| 30D | -4.5% | -11.7% | +7.2% | -0.5% |
| 3M | +2.7% | +16.2% | -13.5% | -3.3% |
| 6M | +16.9% | +32.0% | -15.1% | +4.7% |
| YTD | +15.4% | +24.7% | -9.4% | +4.2% |
| 1Y | +16.1% | -2.6% | +18.7% | +13.8% |
| 3Y | +85.7% | -35.0% | +120.7% | +104.7% |
| 5Y | +33.3% | -67.6% | +100.8% | +95.8% |
| All | +121.9% | -38.1% | +160.1% | +189.9% |
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