+85.7%
KRE vs BG
+18.0%
+67.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.9% | +0.4% |
| 7D | -1.8% | +3.1% | -4.9% | -2.2% |
| 30D | -4.5% | +10.2% | -14.7% | -5.8% |
| 3M | +2.7% | -1.7% | +4.4% | +3.0% |
| 6M | +16.9% | +1.0% | +15.9% | +16.2% |
| YTD | +15.4% | +39.9% | -24.6% | +6.9% |
| 1Y | +16.1% | +53.2% | -37.1% | +4.9% |
| 3Y | +85.7% | +16.3% | +69.5% | +80.9% |
| All | +85.7% | +18.0% | +67.7% | +80.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 3y: compounded portfolio wealth divided by compounded BG 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…
3y analysis · Full analysis span regression · 6 months rolling