+148.6%
KRE vs BBWI
+173.7%
-25.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | -0.2% |
| 7D | +0.7% | +0.1% | +0.6% | +0.7% |
| 30D | +6.1% | +12.9% | -6.7% | +1.6% |
| 3M | -5.9% | +16.0% | -21.9% | -11.8% |
| 6M | +9.6% | +16.6% | -7.0% | +1.0% |
| YTD | +14.2% | +9.7% | +4.5% | +5.3% |
| 1Y | +22.5% | +1.5% | +21.0% | +13.7% |
| 3Y | +90.4% | -21.4% | +111.7% | +81.0% |
| 5Y | +11.9% | -67.6% | +79.4% | +37.3% |
| 10Y | +88.8% | -46.8% | +135.6% | +53.5% |
| All | +148.6% | +173.7% | -25.1% | -43.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling