+26.9%
KRE vs BTSG
+111.7%
-84.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | +2.8% | +17.4% | -14.6% | +1.8% |
| 30D | +5.3% | +12.6% | -7.3% | +4.6% |
| 3M | -4.2% | +11.2% | -15.4% | -4.9% |
| 6M | +8.7% | +30.4% | -21.7% | +5.1% |
| YTD | +16.4% | +86.4% | -70.0% | +5.7% |
| 1Y | +26.9% | +117.9% | -91.0% | +8.0% |
| All | +26.9% | +111.7% | -84.8% | +8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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