+31.7%
KRE vs BX
+17.9%
+13.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.3% | -0.9% |
| 7D | -1.8% | -5.6% | +3.8% | +0.6% |
| 30D | -4.5% | -12.2% | +7.7% | +0.7% |
| 3M | +2.7% | +7.4% | -4.7% | -1.3% |
| 6M | +16.9% | +22.2% | -5.3% | +5.0% |
| YTD | +15.4% | -14.0% | +29.4% | +20.7% |
| 1Y | +16.1% | -27.3% | +43.4% | +30.9% |
| 3Y | +85.7% | +24.5% | +61.2% | +63.7% |
| All | +31.7% | +17.9% | +13.7% | +13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 5y: compounded portfolio wealth divided by compounded BX 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…
5y analysis · Full analysis span regression · 6 months rolling