+150.8%
KRE vs BDX
+435.4%
-284.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +1.5% |
| 7D | -1.4% | -5.4% | +4.0% | +1.4% |
| 30D | -3.9% | -2.2% | -1.7% | -3.0% |
| 3M | +3.6% | +20.1% | -16.4% | -6.5% |
| 6M | +15.4% | +9.1% | +6.3% | +9.1% |
| YTD | +15.2% | +17.9% | -2.7% | +4.1% |
| 1Y | +16.5% | +22.1% | -5.6% | +3.0% |
| 3Y | +85.2% | -10.5% | +95.7% | +88.4% |
| 5Y | +33.1% | -2.6% | +35.7% | +26.5% |
| 10Y | +123.1% | +57.5% | +65.6% | +38.8% |
| All | +150.8% | +435.4% | -284.6% | -37.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling