+85.7%
KRE vs BLK
+66.0%
+19.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -1.0% |
| 7D | -1.8% | -3.3% | +1.5% | +0.4% |
| 30D | -4.5% | -6.5% | +2.0% | -0.2% |
| 3M | +2.7% | +6.7% | -4.0% | -2.7% |
| 6M | +16.9% | +14.7% | +2.1% | +4.0% |
| YTD | +15.4% | +2.5% | +12.8% | +11.0% |
| 1Y | +16.1% | -2.8% | +18.9% | +16.5% |
| 3Y | +85.7% | +65.9% | +19.9% | +8.0% |
| All | +85.7% | +66.0% | +19.8% | +8.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling