+30.9%
KRE vs BN
+33.2%
-2.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +4.8% |
| 3M | +3.7% | -15.2% | +18.9% | +14.0% |
| 6M | +14.8% | -5.9% | +20.7% | +17.6% |
| YTD | +14.7% | -15.8% | +30.4% | +25.0% |
| 1Y | +16.0% | -12.2% | +28.2% | +22.7% |
| 3Y | +84.3% | +72.2% | +12.0% | +25.4% |
| 5Y | +30.9% | +33.2% | -2.3% | -0.3% |
| All | +30.9% | +33.2% | -2.3% | -0.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling