+121.9%
KRE vs BLK
+283.5%
-161.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -1.0% |
| 7D | -1.8% | -3.3% | +1.5% | +0.5% |
| 30D | -4.5% | -6.5% | +2.0% | 0.0% |
| 3M | +2.7% | +6.7% | -4.0% | -2.9% |
| 6M | +16.9% | +14.7% | +2.1% | +4.0% |
| YTD | +15.4% | +2.5% | +12.8% | +10.8% |
| 1Y | +16.1% | -2.8% | +18.9% | +15.8% |
| 3Y | +85.7% | +65.9% | +19.9% | +24.1% |
| 5Y | +33.3% | +33.0% | +0.3% | +2.5% |
| All | +121.9% | +283.5% | -161.6% | -28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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