+154.2%
KRE vs BX
+873.6%
-719.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.7% | +2.5% | +0.4% |
| 7D | -1.1% | -5.7% | +4.6% | +1.3% |
| 30D | -3.4% | -8.9% | +5.5% | +0.2% |
| 3M | +3.7% | +8.4% | -4.7% | -0.5% |
| 6M | +14.8% | +18.9% | -4.2% | +5.0% |
| YTD | +14.7% | -13.6% | +28.3% | +19.2% |
| 1Y | +16.0% | -22.4% | +38.5% | +26.0% |
| 3Y | +84.3% | +26.0% | +58.2% | +61.7% |
| 5Y | +30.9% | +18.8% | +12.1% | +11.3% |
| 10Y | +122.0% | +668.7% | -546.8% | -11.2% |
| All | +154.2% | +873.6% | -719.4% | -30.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling