+351.4%
KRE vs GM
+223.0%
+128.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | 0.0% |
| 7D | -1.1% | -1.1% | 0.0% | -0.5% |
| 30D | -3.4% | -4.6% | +1.2% | -1.3% |
| 3M | +3.7% | +0.2% | +3.5% | +2.8% |
| 6M | +14.8% | +12.6% | +2.1% | +6.6% |
| YTD | +14.7% | +3.7% | +11.0% | +10.5% |
| 1Y | +16.0% | +45.6% | -29.6% | -6.8% |
| 3Y | +84.3% | +162.0% | -77.7% | +4.6% |
| 5Y | +30.9% | +80.5% | -49.6% | -13.7% |
| 10Y | +122.0% | +231.3% | -109.4% | -1.8% |
| All | +351.4% | +223.0% | +128.4% | +76.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling