+33.0%
KRE vs BIL
+19.4%
+13.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.2% |
| 7D | +2.3% | +0.1% | +2.3% | +2.6% |
| 30D | -2.5% | +0.3% | -2.8% | -1.6% |
| 3M | +6.2% | +0.9% | +5.3% | +9.2% |
| 6M | +15.8% | +1.8% | +14.0% | +22.3% |
| YTD | +16.0% | +2.5% | +13.5% | +24.6% |
| 1Y | +16.2% | +3.7% | +12.5% | +28.5% |
| 3Y | +86.4% | +14.1% | +72.3% | +150.3% |
| 5Y | +33.0% | +19.4% | +13.5% | +113.2% |
| All | +33.0% | +19.4% | +13.5% | +113.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling