+151.9%
KRE vs BND
+76.6%
+75.3%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | +2.3% | +0.1% | +2.2% | +2.4% |
| 30D | -2.5% | -0.4% | -2.1% | -2.8% |
| 3M | +6.2% | -0.2% | +6.5% | +6.0% |
| 6M | +15.8% | -1.2% | +17.0% | +14.6% |
| YTD | +16.0% | -0.3% | +16.3% | +15.6% |
| 1Y | +16.2% | +0.4% | +15.8% | +16.5% |
| 3Y | +86.4% | +13.4% | +73.0% | +106.3% |
| 5Y | +33.0% | -1.5% | +34.5% | +22.3% |
| 10Y | +123.0% | +15.5% | +107.5% | +164.5% |
| All | +151.9% | +76.6% | +75.3% | +354.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling