+26.9%
KRE vs BBWI
+2.4%
+24.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.1% | -2.4% | +1.3% |
| 7D | +2.8% | +8.8% | -6.0% | +1.8% |
| 30D | +5.3% | +34.8% | -29.5% | +1.9% |
| 3M | -4.2% | +12.9% | -17.1% | -5.6% |
| 6M | +8.7% | +29.6% | -20.9% | +5.2% |
| YTD | +16.4% | +20.8% | -4.4% | +14.1% |
| 1Y | +26.9% | +4.1% | +22.8% | +25.1% |
| All | +26.9% | +2.4% | +24.5% | +25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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