+11.5%
KRE vs BB
-14.0%
+25.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.0% | +2.4% | -0.1% |
| 7D | +0.3% | +9.0% | -8.7% | -1.0% |
| 30D | +5.0% | +7.7% | -2.7% | +3.4% |
| 3M | -5.7% | +4.0% | -9.7% | -7.2% |
| 6M | +7.5% | +46.6% | -39.1% | -2.1% |
| YTD | +13.8% | +140.6% | -126.8% | -5.8% |
| 1Y | +20.7% | +103.1% | -82.4% | +2.6% |
| 3Y | +90.1% | +150.5% | -60.4% | +46.9% |
| 5Y | +11.5% | -15.4% | +26.9% | +8.9% |
| All | +11.5% | -14.0% | +25.6% | +8.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling