+16.6%
KRE vs GM
+52.7%
-36.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.4% |
| 7D | +1.3% | +1.7% | -0.4% | +0.9% |
| 30D | -2.7% | -1.6% | -1.1% | -2.3% |
| 3M | +8.2% | +5.7% | +2.5% | +6.4% |
| 6M | +12.8% | +12.2% | +0.7% | +8.5% |
| YTD | +17.5% | +8.4% | +9.1% | +13.8% |
| 1Y | +16.6% | +52.3% | -35.7% | +5.0% |
| All | +16.6% | +52.7% | -36.1% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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