+31.7%
KRE vs BND
-2.6%
+34.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -1.8% | -1.0% | -0.8% | -1.6% |
| 30D | -4.5% | -1.1% | -3.4% | -4.2% |
| 3M | +2.7% | -1.9% | +4.6% | +3.3% |
| 6M | +16.9% | -1.6% | +18.5% | +17.4% |
| YTD | +15.4% | -1.2% | +16.6% | +15.8% |
| 1Y | +16.1% | -0.7% | +16.8% | +16.4% |
| 3Y | +85.7% | +12.5% | +73.2% | +81.4% |
| All | +31.7% | -2.6% | +34.3% | -2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BND.
Daily Out/Under-Performance
Portfolio return minus BND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BND 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 BND 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