+99.7%
KRE vs GD
+178.9%
-79.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.5% | +0.3% |
| 7D | +0.3% | -5.0% | +5.2% | +4.0% |
| 30D | +4.8% | +8.9% | -4.1% | -1.9% |
| 3M | -5.1% | -8.0% | +3.0% | +0.6% |
| 6M | +3.3% | +2.9% | +0.4% | -0.1% |
| YTD | +13.3% | +7.1% | +6.3% | +4.8% |
| 1Y | +22.9% | +5.9% | +16.9% | +14.5% |
| 3Y | +82.1% | +53.9% | +28.2% | +22.4% |
| 5Y | +11.0% | +95.4% | -84.4% | -41.1% |
| All | +99.7% | +178.9% | -79.2% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 10y: compounded portfolio wealth divided by compounded GD 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…
10y analysis · Full analysis span regression · 6 months rolling