+16.1%
KRE vs BTDR
-13.8%
+29.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.7% | -3.6% | 0.0% |
| 7D | -1.8% | -3.4% | +1.6% | -1.7% |
| 30D | -4.5% | +32.6% | -37.1% | -5.3% |
| 3M | +2.7% | -32.2% | +35.0% | +3.7% |
| 6M | +16.9% | +52.4% | -35.5% | +14.2% |
| YTD | +15.4% | +6.7% | +8.7% | +13.4% |
| 1Y | +16.1% | -15.2% | +31.3% | +14.3% |
| All | +16.1% | -13.8% | +29.8% | +14.3% |
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