+490.3%
KRE vs BUD
+201.1%
+289.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.4% | +0.5% |
| 7D | +1.3% | +0.3% | +1.0% | +1.2% |
| 30D | -2.7% | -5.7% | +3.0% | 0.0% |
| 3M | +8.2% | +3.1% | +5.1% | +6.2% |
| 6M | +12.8% | +7.9% | +4.9% | +7.8% |
| YTD | +17.5% | +27.3% | -9.8% | +3.0% |
| 1Y | +16.6% | +37.8% | -21.2% | -2.1% |
| 3Y | +79.5% | +49.8% | +29.6% | +40.2% |
| 5Y | +32.4% | +43.8% | -11.4% | +3.5% |
| 10Y | +124.1% | -22.6% | +146.8% | +114.8% |
| All | +490.3% | +201.1% | +289.2% | +168.0% |
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 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