+139.5%
KRE vs BR
+1,281.7%
-1,142.2%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.8% | -1.0% |
| 7D | -1.1% | -5.0% | +3.9% | +1.8% |
| 30D | -3.4% | -2.5% | -0.9% | -2.3% |
| 3M | +3.7% | +13.5% | -9.8% | -4.7% |
| 6M | +14.8% | -9.4% | +24.2% | +19.2% |
| YTD | +14.7% | -23.3% | +37.9% | +30.2% |
| 1Y | +16.0% | -31.6% | +47.6% | +41.1% |
| 3Y | +84.3% | -5.1% | +89.3% | +81.7% |
| 5Y | +30.9% | +8.2% | +22.7% | +15.9% |
| 10Y | +122.0% | +189.8% | -67.9% | +1.2% |
| All | +139.5% | +1,281.7% | -1,142.2% | -62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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