+151.9%
KRE vs BIL
+30.4%
+121.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.7% |
| 7D | +1.3% | +0.1% | +1.2% | +1.8% |
| 30D | -2.7% | +0.3% | -3.0% | -0.8% |
| 3M | +8.2% | +0.9% | +7.2% | +14.3% |
| 6M | +12.8% | +1.8% | +11.0% | +25.5% |
| YTD | +17.5% | +2.4% | +15.1% | +35.4% |
| 1Y | +16.6% | +3.7% | +12.9% | +44.5% |
| 3Y | +79.5% | +14.2% | +65.3% | +294.4% |
| 5Y | +32.4% | +19.4% | +13.0% | +285.0% |
| 10Y | +124.1% | +25.2% | +98.9% | +779.8% |
| All | +151.9% | +30.4% | +121.5% | +774.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling