+148.6%
KRE vs BWA
+357.1%
-208.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +0.7% | +4.3% | -3.5% | -1.4% |
| 30D | +6.1% | -13.0% | +19.1% | +13.2% |
| 3M | -5.9% | -24.8% | +18.9% | +7.2% |
| 6M | +9.6% | -23.5% | +33.1% | +22.0% |
| YTD | +14.2% | +13.8% | +0.4% | +0.3% |
| 1Y | +22.5% | +13.4% | +9.1% | +7.6% |
| 3Y | +90.4% | +62.8% | +27.6% | +35.8% |
| 5Y | +11.9% | +28.5% | -16.6% | -12.4% |
| 10Y | +88.8% | +95.4% | -6.6% | +11.7% |
| All | +148.6% | +357.1% | -208.5% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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