+83.8%
KRE vs BIL
+26.1%
+57.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.4% |
| 7D | +0.7% | +0.1% | +0.7% | +0.9% |
| 30D | +6.1% | +0.3% | +5.8% | +6.8% |
| 3M | -5.9% | +1.0% | -6.9% | -4.3% |
| 6M | +9.6% | +1.9% | +7.7% | +13.5% |
| YTD | +14.2% | +3.2% | +11.0% | +20.9% |
| 1Y | +22.5% | +3.7% | +18.8% | +30.8% |
| 3Y | +90.4% | +13.8% | +76.5% | +132.4% |
| 5Y | +11.9% | +20.3% | -8.4% | +51.0% |
| All | +83.8% | +26.1% | +57.7% | +130.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 10y: compounded portfolio wealth divided by compounded BIL 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…
10y analysis · Full analysis span regression · 6 months rolling