+31.7%
KRE vs GM
+78.3%
-46.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.4% |
| 7D | -1.8% | -2.4% | +0.6% | -0.8% |
| 30D | -4.5% | -1.1% | -3.4% | -4.1% |
| 3M | +2.7% | +6.1% | -3.4% | -0.4% |
| 6M | +16.9% | +15.0% | +1.9% | +8.7% |
| YTD | +15.4% | +6.0% | +9.4% | +10.8% |
| 1Y | +16.1% | +47.1% | -31.0% | -4.5% |
| 3Y | +85.7% | +170.5% | -84.8% | +9.6% |
| All | +31.7% | +78.3% | -46.6% | -11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling