+31.7%
KRE vs BRO
+17.6%
+14.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -1.8% | -7.3% | +5.5% | +0.8% |
| 30D | -4.5% | -6.9% | +2.4% | -2.3% |
| 3M | +2.7% | +10.7% | -7.9% | -1.7% |
| 6M | +16.9% | -2.7% | +19.5% | +16.8% |
| YTD | +15.4% | -16.3% | +31.7% | +21.8% |
| 1Y | +16.1% | -29.1% | +45.2% | +31.1% |
| 3Y | +85.7% | -7.8% | +93.6% | +83.1% |
| All | +31.7% | +17.6% | +14.1% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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