+152.5%
KRE vs BIDU
+1,047.4%
-894.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -7.0% | +5.7% | +0.2% |
| 7D | +2.3% | -2.4% | +4.8% | +2.8% |
| 30D | -2.5% | -15.6% | +13.1% | +0.9% |
| 3M | +6.2% | -22.3% | +28.5% | +11.5% |
| 6M | +15.8% | -22.3% | +38.1% | +20.4% |
| YTD | +16.0% | -29.2% | +45.2% | +22.4% |
| 1Y | +16.2% | -14.8% | +31.0% | +16.2% |
| 3Y | +86.4% | -31.8% | +118.2% | +89.3% |
| 5Y | +33.0% | -43.1% | +76.1% | +30.5% |
| 10Y | +123.0% | -50.6% | +173.6% | +105.2% |
| All | +152.5% | +1,047.4% | -894.9% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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