+16.1%
KRE vs GFI
+26.4%
-10.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.1% |
| 7D | -1.8% | -4.9% | +3.0% | -1.8% |
| 30D | -4.5% | +10.7% | -15.2% | -4.6% |
| 3M | +2.7% | +25.6% | -22.9% | +2.3% |
| 6M | +16.9% | -8.3% | +25.1% | +16.7% |
| YTD | +15.4% | +6.3% | +9.1% | +15.9% |
| 1Y | +16.1% | +22.1% | -6.0% | +16.6% |
| All | +16.1% | +26.4% | -10.4% | +16.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling