+83.3%
KRE vs BP
+141.7%
-58.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -1.2% |
| 7D | +0.3% | +2.5% | -2.2% | -0.9% |
| 30D | +5.0% | -5.6% | +10.6% | +7.4% |
| 3M | -5.7% | +8.0% | -13.8% | -10.0% |
| 6M | +7.5% | +5.7% | +1.9% | +2.7% |
| YTD | +13.8% | +36.8% | -23.0% | -6.3% |
| 1Y | +20.7% | +30.7% | -10.0% | +1.5% |
| 3Y | +90.1% | +51.6% | +38.5% | +44.0% |
| 5Y | +11.5% | +112.2% | -100.7% | -33.1% |
| All | +83.3% | +141.7% | -58.5% | -1.4% |
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