+149.3%
KRE vs BN
+959.7%
-810.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.3% |
| 7D | -1.6% | -2.4% | +0.8% | 0.0% |
| 30D | +4.9% | +13.5% | -8.6% | -3.9% |
| 3M | -4.5% | -5.9% | +1.5% | -1.1% |
| 6M | +7.7% | -8.9% | +16.6% | +13.3% |
| YTD | +14.5% | -7.9% | +22.4% | +18.2% |
| 1Y | +21.5% | -8.3% | +29.8% | +25.5% |
| 3Y | +91.2% | +100.8% | -9.5% | +13.9% |
| 5Y | +11.8% | +38.2% | -26.4% | -17.2% |
| 10Y | +89.3% | +302.3% | -213.0% | -33.3% |
| All | +149.3% | +959.7% | -810.4% | -60.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling