+85.5%
KRE vs BTDR
+0.6%
+84.9%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.5% | +7.0% | +0.9% |
| 7D | -1.4% | -3.2% | +1.8% | -1.2% |
| 30D | -3.9% | +32.7% | -36.6% | -5.9% |
| 3M | +3.6% | -28.4% | +32.0% | +4.9% |
| 6M | +15.4% | +51.7% | -36.3% | +9.7% |
| YTD | +15.2% | +2.9% | +12.4% | +11.9% |
| 1Y | +16.5% | -15.5% | +31.9% | +12.7% |
| All | +85.5% | +0.6% | +84.9% | +54.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling