+26.9%
KRE vs GFS
+15.5%
+11.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.9% | +7.7% | +2.0% |
| 7D | +2.8% | -12.5% | +15.3% | +3.5% |
| 30D | +5.3% | -16.9% | +22.2% | +6.2% |
| 3M | -4.2% | -22.3% | +18.0% | -3.1% |
| 6M | +8.7% | -40.2% | +48.9% | +10.3% |
| YTD | +16.4% | +16.0% | +0.4% | +8.3% |
| 1Y | +26.9% | +17.7% | +9.2% | +16.8% |
| All | +26.9% | +15.5% | +11.4% | +16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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