+16.1%
KRE vs BTSG
+113.2%
-97.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.3% | 0.0% |
| 7D | -1.8% | -3.3% | +1.5% | -1.6% |
| 30D | -4.5% | -1.6% | -2.9% | -4.4% |
| 3M | +2.7% | -6.9% | +9.6% | +2.6% |
| 6M | +16.9% | +42.1% | -25.2% | +9.0% |
| YTD | +15.4% | +56.8% | -41.5% | +5.3% |
| 1Y | +16.1% | +109.8% | -93.7% | -0.3% |
| All | +16.1% | +113.2% | -97.1% | -0.3% |
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