+121.9%
KRE vs BP
+137.7%
-15.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -1.8% | +5.2% | -7.0% | -4.2% |
| 30D | -4.5% | +8.7% | -13.2% | -8.4% |
| 3M | +2.7% | +9.3% | -6.6% | -2.5% |
| 6M | +16.9% | +13.6% | +3.3% | +7.5% |
| YTD | +15.4% | +37.7% | -22.3% | -4.7% |
| 1Y | +16.1% | +40.6% | -24.6% | -5.6% |
| 3Y | +85.7% | +40.3% | +45.4% | +47.3% |
| 5Y | +33.3% | +141.4% | -108.2% | -25.5% |
| All | +121.9% | +137.7% | -15.8% | +20.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling