+11.4%
KRE vs BEN
+28.2%
-16.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | 0.0% |
| 7D | +0.7% | +6.8% | -6.0% | -3.2% |
| 30D | +6.1% | +18.0% | -11.9% | -4.2% |
| 3M | -5.9% | +7.5% | -13.4% | -10.3% |
| 6M | +9.6% | +14.7% | -5.1% | -0.2% |
| YTD | +14.2% | +56.1% | -41.9% | -14.9% |
| 1Y | +22.5% | +69.6% | -47.1% | -13.4% |
| 3Y | +90.4% | +87.7% | +2.7% | +22.3% |
| All | +11.4% | +28.2% | -16.8% | -8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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