+10.9%
KRE vs COMP
-17.6%
+28.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +10.7% | -10.9% | -1.6% |
| 7D | +0.3% | +13.4% | -13.2% | -1.6% |
| 30D | +4.8% | +11.1% | -6.3% | +3.0% |
| 3M | -5.1% | -18.8% | +13.8% | -2.8% |
| 6M | +3.3% | +10.5% | -7.2% | +0.6% |
| YTD | +13.3% | -3.4% | +16.8% | +11.1% |
| 1Y | +22.9% | +19.7% | +3.2% | +16.7% |
| 3Y | +82.1% | +381.6% | -299.5% | +36.4% |
| All | +10.9% | -17.6% | +28.5% | -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