+121.9%
KRE vs BNS
+188.9%
-67.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.5% | -0.5% |
| 7D | -1.8% | -0.4% | -1.4% | -1.5% |
| 30D | -4.5% | +3.5% | -8.0% | -7.9% |
| 3M | +2.7% | +14.1% | -11.3% | -9.7% |
| 6M | +16.9% | +33.8% | -16.9% | -11.6% |
| YTD | +15.4% | +29.5% | -14.1% | -10.3% |
| 1Y | +16.1% | +48.4% | -32.3% | -20.8% |
| 3Y | +85.7% | +129.6% | -43.9% | -17.4% |
| 5Y | +33.3% | +96.1% | -62.8% | -31.4% |
| All | +121.9% | +188.9% | -67.0% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 10y: compounded portfolio wealth divided by compounded BNS 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…
10y analysis · Full analysis span regression · 6 months rolling