+155.8%
KRE vs BP
+90.6%
+65.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.3% |
| 7D | +1.3% | +3.9% | -2.6% | -0.8% |
| 30D | -2.7% | +7.6% | -10.3% | -6.5% |
| 3M | +8.2% | +0.7% | +7.5% | +6.6% |
| 6M | +12.8% | +15.5% | -2.7% | +2.2% |
| YTD | +17.5% | +30.8% | -13.3% | -1.0% |
| 1Y | +16.6% | +34.3% | -17.7% | -3.6% |
| 3Y | +79.5% | +35.1% | +44.4% | +44.0% |
| 5Y | +32.4% | +126.8% | -94.4% | -22.9% |
| 10Y | +124.1% | +123.4% | +0.8% | +23.6% |
| All | +155.8% | +90.6% | +65.2% | +25.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling