+84.6%
KRE vs BBWI
-47.8%
+132.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.3% | +5.1% | +0.2% |
| 7D | -1.1% | -4.4% | +3.4% | -0.1% |
| 30D | -3.4% | -7.4% | +4.0% | -2.1% |
| 3M | +3.7% | -2.2% | +5.9% | +3.3% |
| 6M | +14.8% | -16.3% | +31.1% | +17.5% |
| YTD | +14.7% | -9.1% | +23.8% | +14.5% |
| 1Y | +16.0% | -34.5% | +50.5% | +25.3% |
| All | +84.6% | -47.8% | +132.4% | +91.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling