+30.9%
KRE vs BAX
-67.6%
+98.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.7% |
| 7D | -1.1% | -5.1% | +4.0% | +0.3% |
| 30D | -3.4% | -12.2% | +8.8% | -0.1% |
| 3M | +3.7% | +21.8% | -18.1% | -2.2% |
| 6M | +14.8% | +36.3% | -21.5% | +4.6% |
| YTD | +14.7% | +27.8% | -13.2% | +5.4% |
| 1Y | +16.0% | -0.1% | +16.1% | +13.5% |
| 3Y | +84.3% | -33.3% | +117.6% | +97.3% |
| 5Y | +30.9% | -67.1% | +97.9% | +70.2% |
| All | +30.9% | -67.6% | +98.4% | +70.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling