+16.6%
KRE vs BTDR
-4.8%
+21.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.9% | -3.4% | +0.4% |
| 7D | +1.3% | +20.0% | -18.7% | +0.8% |
| 30D | -2.7% | +11.9% | -14.6% | -3.0% |
| 3M | +8.2% | -36.9% | +45.1% | +9.3% |
| 6M | +12.8% | +56.5% | -43.7% | +10.3% |
| YTD | +17.5% | +10.4% | +7.1% | +15.5% |
| 1Y | +16.6% | +3.1% | +13.5% | +17.2% |
| All | +16.6% | -4.8% | +21.4% | +17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 1y: compounded portfolio wealth divided by compounded BTDR 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…
1y analysis · Full analysis span regression · 6 months rolling