+152.5%
KRE vs BTI
+570.5%
-417.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.1% |
| 7D | +2.3% | -1.4% | +3.7% | +3.1% |
| 30D | -2.5% | -7.0% | +4.6% | +1.2% |
| 3M | +6.2% | -6.3% | +12.6% | +9.4% |
| 6M | +15.8% | -2.0% | +17.8% | +15.5% |
| YTD | +16.0% | +0.2% | +15.8% | +13.9% |
| 1Y | +16.2% | +3.8% | +12.4% | +11.5% |
| 3Y | +86.4% | +112.1% | -25.7% | +15.7% |
| 5Y | +33.0% | +113.6% | -80.7% | -18.6% |
| 10Y | +123.0% | +69.6% | +53.4% | +45.6% |
| All | +152.5% | +570.5% | -417.9% | -33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 all: compounded portfolio wealth divided by compounded BTI 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…
all analysis · Full analysis span regression · 6 months rolling