+16.6%
KRE vs BP
+34.1%
-17.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.6% |
| 7D | +1.3% | +3.9% | -2.6% | +1.7% |
| 30D | -2.7% | +7.6% | -10.3% | -2.0% |
| 3M | +8.2% | +0.7% | +7.5% | +8.9% |
| 6M | +12.8% | +15.5% | -2.7% | +11.9% |
| YTD | +17.5% | +30.8% | -13.3% | +14.2% |
| 1Y | +16.6% | +34.3% | -17.7% | +12.0% |
| All | +16.6% | +34.1% | -17.5% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 1y: compounded portfolio wealth divided by compounded BP 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…
1y analysis · Full analysis span regression · 6 months rolling