+31.7%
KRE vs BDX
-2.2%
+33.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.2% |
| 7D | -1.8% | -3.2% | +1.3% | -0.8% |
| 30D | -4.5% | -2.5% | -1.9% | -3.7% |
| 3M | +2.7% | +21.4% | -18.7% | -4.4% |
| 6M | +16.9% | +10.4% | +6.4% | +12.3% |
| YTD | +15.4% | +18.8% | -3.5% | +7.6% |
| 1Y | +16.1% | +21.7% | -5.6% | +7.2% |
| 3Y | +85.7% | -10.0% | +95.7% | +89.9% |
| All | +31.7% | -2.2% | +33.9% | +27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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