+16.3%
KRE vs BITO
-8.3%
+24.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -1.8% | -3.4% | +1.6% | -1.3% |
| 30D | -4.5% | +21.4% | -25.9% | -7.2% |
| 3M | +2.7% | +20.5% | -17.8% | -0.2% |
| 6M | +16.9% | +7.4% | +9.5% | +15.1% |
| YTD | +15.4% | -13.9% | +29.2% | +16.7% |
| 1Y | +16.1% | -35.1% | +51.1% | +22.0% |
| 3Y | +85.7% | +156.8% | -71.1% | +59.3% |
| All | +16.3% | -8.3% | +24.6% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BITO.
Daily Out/Under-Performance
Portfolio return minus BITO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BITO 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 BITO 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