+30.9%
KRE vs BBWI
-68.8%
+99.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.3% | +5.1% | +0.4% |
| 7D | -1.1% | -4.4% | +3.4% | 0.0% |
| 30D | -3.4% | -7.4% | +4.0% | -2.0% |
| 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% | +14.3% |
| 1Y | +16.0% | -34.5% | +50.5% | +24.5% |
| 3Y | +84.3% | -47.0% | +131.2% | +99.6% |
| 5Y | +30.9% | -68.8% | +99.7% | +60.1% |
| All | +30.9% | -68.8% | +99.7% | +60.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling