+31.7%
KRE vs BTG
+78.0%
-46.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | +0.1% |
| 7D | -1.8% | -3.8% | +1.9% | -1.6% |
| 30D | -4.5% | +3.6% | -8.1% | -4.8% |
| 3M | +2.7% | +32.0% | -29.3% | +0.5% |
| 6M | +16.9% | +3.4% | +13.5% | +16.0% |
| YTD | +15.4% | +20.8% | -5.4% | +12.6% |
| 1Y | +16.1% | +22.4% | -6.3% | +12.5% |
| 3Y | +85.7% | +91.7% | -6.0% | +69.3% |
| All | +31.7% | +78.0% | -46.3% | +23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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