+32.4%
KRE vs BP
+137.4%
-105.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.4% | -3.7% | -2.0% |
| 7D | +2.3% | +0.9% | +1.4% | +2.0% |
| 30D | -2.5% | +9.1% | -11.6% | -5.1% |
| 3M | +6.2% | +3.9% | +2.3% | +4.6% |
| 6M | +15.8% | +13.6% | +2.2% | +9.5% |
| YTD | +16.0% | +34.0% | -18.0% | +2.6% |
| 1Y | +16.2% | +39.2% | -23.0% | +0.9% |
| 3Y | +86.4% | +36.4% | +50.0% | +60.6% |
| All | +32.4% | +137.4% | -105.0% | -16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling