+121.9%
KRE vs BB
+1.6%
+120.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.1% |
| 7D | -1.8% | -0.4% | -1.4% | -1.8% |
| 30D | -4.5% | -12.5% | +8.0% | -2.8% |
| 3M | +2.7% | -17.4% | +20.2% | +4.4% |
| 6M | +16.9% | +119.1% | -102.3% | +1.3% |
| YTD | +15.4% | +102.4% | -87.0% | +1.1% |
| 1Y | +16.1% | +98.2% | -82.1% | +1.5% |
| 3Y | +85.7% | +46.9% | +38.8% | +62.6% |
| 5Y | +33.3% | -26.4% | +59.7% | +24.1% |
| All | +121.9% | +1.6% | +120.3% | +51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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