+121.9%
KRE vs GEN
+159.8%
-37.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.8% | -0.1% |
| 7D | -1.8% | -1.3% | -0.5% | -1.5% |
| 30D | -4.5% | +6.1% | -10.6% | -6.0% |
| 3M | +2.7% | +27.0% | -24.2% | -3.7% |
| 6M | +16.9% | +43.9% | -27.0% | +5.1% |
| YTD | +15.4% | +13.0% | +2.4% | +10.4% |
| 1Y | +16.1% | +4.0% | +12.1% | +13.6% |
| 3Y | +85.7% | +66.2% | +19.5% | +60.3% |
| 5Y | +33.3% | +23.2% | +10.1% | +20.4% |
| All | +121.9% | +159.8% | -37.9% | +64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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