+15.9%
KRE vs BP
+40.5%
-24.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -2.9% | -1.0% |
| 7D | -1.1% | +4.0% | -5.0% | -0.7% |
| 30D | -3.4% | +7.8% | -11.2% | -2.6% |
| 3M | +3.7% | +8.4% | -4.7% | +5.1% |
| 6M | +14.8% | +15.1% | -0.3% | +14.8% |
| YTD | +14.7% | +36.4% | -21.8% | +12.0% |
| All | +15.9% | +40.5% | -24.6% | +12.4% |
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 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