+90.4%
KRE vs GEHC
+20.0%
+70.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | -0.1% |
| 7D | +0.7% | +0.8% | 0.0% | +0.5% |
| 30D | +6.1% | +21.3% | -15.2% | -0.1% |
| 3M | -5.9% | +12.6% | -18.5% | -9.4% |
| 6M | +9.6% | +34.3% | -24.7% | -0.9% |
| YTD | +14.2% | +1.4% | +12.8% | +12.7% |
| 1Y | +22.5% | +12.5% | +10.0% | +16.5% |
| 3Y | +90.4% | +19.2% | +71.2% | +71.5% |
| All | +90.4% | +20.0% | +70.4% | +71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 GEHC 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