+85.7%
KRE vs BNY
+287.0%
-201.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -1.8% | -1.3% | -0.5% | -0.8% |
| 30D | -4.5% | -0.2% | -4.3% | -4.4% |
| 3M | +2.7% | +14.9% | -12.2% | -8.1% |
| 6M | +16.9% | +40.0% | -23.1% | -11.2% |
| YTD | +15.4% | +42.0% | -26.6% | -14.0% |
| 1Y | +16.1% | +56.9% | -40.8% | -20.7% |
| 3Y | +85.7% | +289.9% | -204.1% | -49.5% |
| All | +85.7% | +287.0% | -201.3% | -49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 3y: compounded portfolio wealth divided by compounded BNY 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…
3y analysis · Full analysis span regression · 6 months rolling