+31.7%
KRE vs BBY
+1.5%
+30.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.1% | -3.0% | -0.9% |
| 7D | -1.8% | +0.6% | -2.4% | -2.0% |
| 30D | -4.5% | +9.4% | -13.9% | -7.6% |
| 3M | +2.7% | +19.3% | -16.6% | -3.9% |
| 6M | +16.9% | +47.9% | -31.1% | +0.3% |
| YTD | +15.4% | +39.6% | -24.2% | +0.8% |
| 1Y | +16.1% | +22.2% | -6.1% | +6.1% |
| 3Y | +85.7% | +45.0% | +40.7% | +52.1% |
| All | +31.7% | +1.5% | +30.2% | +7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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