+152.5%
KRE vs GIS
+191.9%
-39.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -0.7% |
| 7D | +2.3% | -8.3% | +10.6% | +5.7% |
| 30D | -2.5% | +2.2% | -4.7% | -3.6% |
| 3M | +6.2% | +15.7% | -9.5% | -0.4% |
| 6M | +15.8% | -12.0% | +27.8% | +20.6% |
| YTD | +16.0% | -15.0% | +31.0% | +21.8% |
| 1Y | +16.2% | -20.1% | +36.3% | +24.8% |
| 3Y | +86.4% | -34.6% | +121.0% | +112.5% |
| 5Y | +33.0% | -22.8% | +55.8% | +35.7% |
| 10Y | +123.0% | -18.5% | +141.5% | +109.6% |
| All | +152.5% | +191.9% | -39.4% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 all: compounded portfolio wealth divided by compounded GIS 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…
all analysis · Full analysis span regression · 6 months rolling