+91.6%
KRE vs BUD
+51.6%
+40.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.7% |
| 7D | +0.3% | +6.0% | -5.8% | -1.0% |
| 30D | +5.9% | +11.3% | -5.4% | +3.4% |
| 3M | -3.3% | +3.6% | -6.9% | -4.2% |
| 6M | +5.8% | +7.7% | -1.9% | +3.8% |
| YTD | +14.7% | +36.4% | -21.6% | +6.0% |
| 1Y | +22.0% | +37.8% | -15.8% | +12.4% |
| 3Y | +91.6% | +51.2% | +40.4% | +57.0% |
| All | +91.6% | +51.6% | +40.0% | +57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 3y: compounded portfolio wealth divided by compounded BUD 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…
3y analysis · Full analysis span regression · 6 months rolling