+89.8%
KRE vs BROS
+22.6%
+67.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.7% | +3.1% | -0.1% |
| 7D | +0.3% | -2.5% | +2.8% | +0.6% |
| 30D | +5.0% | -11.2% | +16.3% | +6.3% |
| 3M | -5.7% | -33.9% | +28.2% | -0.9% |
| 6M | +7.5% | -33.5% | +41.0% | +12.0% |
| YTD | +13.8% | -44.9% | +58.8% | +20.9% |
| 1Y | +20.7% | -41.5% | +62.2% | +27.0% |
| All | +89.8% | +22.6% | +67.2% | +74.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 3y: compounded portfolio wealth divided by compounded BROS 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…
3y analysis · Full analysis span regression · 6 months rolling