+155.8%
KRE vs GAP
+126.2%
+29.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | +1.3% | -4.5% | +5.8% | +2.9% |
| 30D | -2.7% | +9.0% | -11.7% | -6.1% |
| 3M | +8.2% | +5.0% | +3.2% | +5.3% |
| 6M | +12.8% | -17.8% | +30.6% | +17.8% |
| YTD | +17.5% | -10.4% | +27.9% | +18.7% |
| 1Y | +16.6% | -3.4% | +20.0% | +13.8% |
| 3Y | +79.5% | +111.5% | -32.0% | +15.4% |
| 5Y | +32.4% | +8.8% | +23.6% | +0.2% |
| 10Y | +124.1% | +32.9% | +91.2% | +22.6% |
| All | +155.8% | +126.2% | +29.6% | -16.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling