+94.0%
KRE vs GD
+180.8%
-86.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -1.6% |
| 7D | +0.3% | -1.9% | +2.2% | +1.6% |
| 30D | +5.9% | +10.9% | -5.0% | -2.2% |
| 3M | -3.3% | -6.8% | +3.4% | +1.4% |
| 6M | +5.8% | +7.0% | -1.2% | -0.6% |
| YTD | +14.7% | +11.1% | +3.6% | +3.2% |
| 1Y | +22.0% | +7.0% | +15.0% | +12.9% |
| 3Y | +91.6% | +59.9% | +31.7% | +25.2% |
| 5Y | +13.0% | +102.5% | -89.5% | -41.6% |
| 10Y | +94.0% | +174.0% | -80.0% | -21.3% |
| All | +94.0% | +180.8% | -86.9% | -21.3% |
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