+121.9%
KRE vs GNRC
+448.8%
-326.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.8% | -0.7% |
| 7D | -1.8% | -0.2% | -1.6% | -1.8% |
| 30D | -4.5% | -15.7% | +11.2% | 0.0% |
| 3M | +2.7% | -27.3% | +30.1% | +11.0% |
| 6M | +16.9% | -12.1% | +28.9% | +17.6% |
| YTD | +15.4% | +37.1% | -21.8% | +0.4% |
| 1Y | +16.1% | -0.5% | +16.5% | +10.2% |
| 3Y | +85.7% | +61.5% | +24.2% | +46.6% |
| 5Y | +33.3% | -58.6% | +91.8% | +51.4% |
| All | +121.9% | +448.8% | -326.9% | -26.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling