+149.6%
KRE vs BG
+263.5%
-113.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.8% | -1.0% |
| 7D | -1.1% | +0.5% | -1.6% | -1.3% |
| 30D | -3.4% | +10.3% | -13.7% | -7.1% |
| 3M | +3.7% | -1.9% | +5.6% | +3.6% |
| 6M | +14.8% | +5.2% | +9.5% | +10.8% |
| YTD | +14.7% | +41.2% | -26.5% | -1.5% |
| 1Y | +16.0% | +50.5% | -34.5% | -3.6% |
| 3Y | +84.3% | +19.9% | +64.3% | +63.6% |
| 5Y | +30.9% | +86.7% | -55.8% | -5.2% |
| 10Y | +122.0% | +167.5% | -45.5% | +32.0% |
| All | +149.6% | +263.5% | -113.9% | +23.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling