+84.6%
KRE vs GAP
+108.0%
-23.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.6% | +3.4% | -0.3% |
| 7D | -1.1% | -3.2% | +2.1% | -0.5% |
| 30D | -3.4% | -0.7% | -2.7% | -3.5% |
| 3M | +3.7% | -0.5% | +4.2% | +3.3% |
| 6M | +14.8% | -5.0% | +19.7% | +14.6% |
| YTD | +14.7% | -14.7% | +29.3% | +16.7% |
| 1Y | +16.0% | -8.6% | +24.7% | +16.1% |
| All | +84.6% | +108.0% | -23.4% | +52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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