+16.6%
KRE vs GNRC
+6.8%
+9.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.8% | +0.3% |
| 7D | +1.3% | +1.9% | -0.6% | +1.1% |
| 30D | -2.7% | -13.8% | +11.1% | -1.4% |
| 3M | +8.2% | -32.6% | +40.8% | +11.8% |
| 6M | +12.8% | -15.2% | +28.0% | +12.6% |
| YTD | +17.5% | +37.4% | -19.9% | +8.3% |
| 1Y | +16.6% | +5.1% | +11.4% | +10.0% |
| All | +16.6% | +6.8% | +9.8% | +10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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