+22.5%
KRE vs BN
-11.7%
+34.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.9% |
| 7D | +0.7% | -1.0% | +1.7% | +1.1% |
| 30D | +6.1% | +14.0% | -7.8% | +0.8% |
| 3M | -5.9% | -9.0% | +3.1% | -2.7% |
| 6M | +9.6% | -8.8% | +18.4% | +13.0% |
| YTD | +14.2% | -10.3% | +24.5% | +16.3% |
| 1Y | +22.5% | -5.8% | +28.3% | +20.1% |
| All | +22.5% | -11.7% | +34.2% | +20.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling