+91.3%
KRE vs COMP
+412.3%
-321.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.4% | +6.9% | +0.6% |
| 7D | +0.3% | +7.2% | -6.9% | -1.0% |
| 30D | +5.9% | +6.4% | -0.5% | +4.5% |
| 3M | -3.3% | -19.4% | +16.1% | -0.7% |
| 6M | +5.8% | +14.6% | -8.7% | +2.1% |
| YTD | +14.7% | -5.5% | +20.2% | +12.6% |
| 1Y | +22.0% | +13.7% | +8.4% | +15.9% |
| All | +91.3% | +412.3% | -321.0% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 3y: compounded portfolio wealth divided by compounded COMP 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…
3y analysis · Full analysis span regression · 6 months rolling