+31.7%
KRE vs BNS
+94.7%
-63.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.5% | -0.4% |
| 7D | -1.8% | -0.4% | -1.4% | -1.5% |
| 30D | -4.5% | +3.5% | -8.0% | -7.3% |
| 3M | +2.7% | +14.1% | -11.3% | -8.3% |
| 6M | +16.9% | +33.8% | -16.9% | -8.7% |
| YTD | +15.4% | +29.5% | -14.1% | -7.6% |
| 1Y | +16.1% | +48.4% | -32.3% | -17.4% |
| 3Y | +85.7% | +129.6% | -43.9% | -11.4% |
| All | +31.7% | +94.7% | -63.0% | -28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling