+476.5%
KRE vs BUD
+222.5%
+254.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -1.0% |
| 7D | +0.3% | +6.0% | -5.8% | -2.6% |
| 30D | +5.9% | +11.3% | -5.4% | +0.4% |
| 3M | -3.3% | +3.6% | -6.9% | -5.3% |
| 6M | +5.8% | +7.7% | -1.9% | +1.3% |
| YTD | +14.7% | +36.4% | -21.6% | -3.0% |
| 1Y | +22.0% | +37.8% | -15.8% | +2.5% |
| 3Y | +91.6% | +51.2% | +40.4% | +49.1% |
| 5Y | +13.0% | +53.4% | -40.4% | -14.3% |
| 10Y | +94.0% | -3.2% | +97.2% | +66.8% |
| All | +476.5% | +222.5% | +254.0% | +152.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling