+52.5%
KRE vs BTSG
+421.3%
-368.9%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.0% | -4.3% | -1.8% |
| 7D | +2.3% | +5.7% | -3.4% | +1.4% |
| 30D | -2.5% | +0.2% | -2.7% | -2.7% |
| 3M | +6.2% | +5.6% | +0.6% | +4.2% |
| 6M | +15.8% | +50.8% | -35.0% | +5.3% |
| YTD | +16.0% | +67.0% | -51.1% | +2.9% |
| 1Y | +16.2% | +145.5% | -129.4% | -5.3% |
| All | +52.5% | +421.3% | -368.9% | +2.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling