+121.9%
KRE vs GFI
+1,066.8%
-944.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.1% |
| 7D | -1.8% | -4.9% | +3.0% | -1.9% |
| 30D | -4.5% | +10.7% | -15.2% | -4.3% |
| 3M | +2.7% | +25.6% | -22.9% | +3.3% |
| 6M | +16.9% | -8.3% | +25.1% | +16.8% |
| YTD | +15.4% | +6.3% | +9.1% | +15.9% |
| 1Y | +16.1% | +22.1% | -6.0% | +17.1% |
| 3Y | +85.7% | +289.2% | -203.5% | +93.8% |
| 5Y | +33.3% | +531.7% | -498.4% | +42.7% |
| All | +121.9% | +1,066.8% | -944.9% | +175.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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