+83.8%
KRE vs BN
+290.8%
-207.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +1.4% |
| 7D | +0.7% | -1.0% | +1.7% | +1.3% |
| 30D | +6.1% | +14.0% | -7.8% | -3.0% |
| 3M | -5.9% | -9.0% | +3.1% | -0.4% |
| 6M | +9.6% | -8.8% | +18.4% | +15.3% |
| YTD | +14.2% | -10.3% | +24.5% | +19.9% |
| 1Y | +22.5% | -5.8% | +28.3% | +24.4% |
| 3Y | +90.4% | +94.8% | -4.4% | +13.7% |
| 5Y | +11.9% | +31.5% | -19.6% | -14.9% |
| All | +83.8% | +290.8% | -207.0% | -21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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