+146.7%
KRE vs D
+336.9%
-190.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.7% |
| 7D | +0.3% | +3.0% | -2.7% | -1.3% |
| 30D | +4.8% | +11.5% | -6.7% | -1.3% |
| 3M | -5.1% | +3.7% | -8.8% | -7.1% |
| 6M | +3.3% | +13.5% | -10.3% | -4.3% |
| YTD | +13.3% | +20.7% | -7.4% | +1.2% |
| 1Y | +22.9% | +18.2% | +4.6% | +10.6% |
| 3Y | +82.1% | +73.3% | +8.8% | +27.8% |
| 5Y | +11.0% | +12.3% | -1.2% | -1.8% |
| 10Y | +115.7% | +43.4% | +72.3% | +50.7% |
| All | +146.7% | +336.9% | -190.1% | -36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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