+16.5%
KRE vs BB
+101.1%
-84.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.2% | +0.6% |
| 7D | -1.4% | -2.1% | +0.7% | -1.3% |
| 30D | -3.9% | -16.0% | +12.1% | -3.0% |
| 3M | +3.6% | -14.5% | +18.1% | +3.7% |
| 6M | +15.4% | +118.6% | -103.2% | +3.1% |
| YTD | +15.2% | +98.9% | -83.7% | +3.8% |
| 1Y | +16.5% | +99.5% | -83.0% | +6.3% |
| All | +16.5% | +101.1% | -84.6% | +6.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling