+121.6%
KRE vs BBWI
-57.7%
+179.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.9% |
| 7D | -1.4% | -8.0% | +6.6% | +0.6% |
| 30D | -3.9% | -6.6% | +2.7% | -2.6% |
| 3M | +3.6% | -2.7% | +6.3% | +3.3% |
| 6M | +15.4% | -12.8% | +28.2% | +16.9% |
| YTD | +15.2% | -10.5% | +25.7% | +15.3% |
| 1Y | +16.5% | -35.3% | +51.8% | +25.0% |
| 3Y | +85.2% | -47.7% | +132.9% | +101.6% |
| 5Y | +33.1% | -68.9% | +102.0% | +59.1% |
| All | +121.6% | -57.7% | +179.3% | +92.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling