+33.1%
KRE vs GAP
+3.0%
+30.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +1.0% |
| 7D | -1.4% | -6.3% | +4.9% | +0.1% |
| 30D | -3.9% | -0.2% | -3.7% | -4.2% |
| 3M | +3.6% | 0.0% | +3.6% | +3.0% |
| 6M | +15.4% | -8.1% | +23.5% | +16.1% |
| YTD | +15.2% | -16.5% | +31.7% | +18.2% |
| 1Y | +16.5% | -10.5% | +26.9% | +16.9% |
| 3Y | +85.2% | +104.0% | -18.8% | +39.0% |
| 5Y | +33.1% | +6.8% | +26.3% | +6.0% |
| All | +33.1% | +3.0% | +30.1% | +6.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling