+11.4%
KRE vs COMP
-10.9%
+22.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | +0.1% |
| 7D | +0.7% | 0.0% | +0.7% | +0.7% |
| 30D | +6.1% | +16.6% | -10.4% | +3.6% |
| 3M | -5.9% | -23.5% | +17.6% | -2.9% |
| 6M | +9.6% | +25.7% | -16.1% | +4.8% |
| YTD | +14.2% | -3.4% | +17.6% | +11.9% |
| 1Y | +22.5% | +7.6% | +14.9% | +18.1% |
| 3Y | +90.4% | +423.6% | -333.2% | +40.9% |
| All | +11.4% | -10.9% | +22.4% | -5.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling