+11.1%
KRE vs BROS
-46.9%
+58.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.7% | +3.1% | 0.0% |
| 7D | +0.3% | -2.5% | +2.8% | +0.6% |
| 30D | +5.0% | -11.2% | +16.3% | +6.4% |
| 3M | -5.7% | -33.9% | +28.2% | -0.5% |
| 6M | +7.5% | -33.5% | +41.0% | +12.5% |
| YTD | +13.8% | -44.9% | +58.8% | +21.8% |
| 1Y | +20.7% | -41.5% | +62.2% | +27.8% |
| 3Y | +90.1% | +22.4% | +67.7% | +72.9% |
| All | +11.1% | -46.9% | +58.0% | +7.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling