+84.6%
KRE vs BN
+71.3%
+13.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.8% | 0.0% |
| 7D | -1.1% | -3.0% | +1.9% | +0.7% |
| 30D | -3.4% | -13.0% | +9.6% | +4.6% |
| 3M | +3.7% | -15.2% | +18.9% | +13.8% |
| 6M | +14.8% | -5.9% | +20.7% | +17.4% |
| YTD | +14.7% | -15.8% | +30.4% | +24.8% |
| 1Y | +16.0% | -12.2% | +28.2% | +22.3% |
| All | +84.6% | +71.3% | +13.3% | +21.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling