+353.7%
KRE vs GNRC
+2,077.0%
-1,723.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -0.6% |
| 7D | -1.1% | +3.2% | -4.2% | -1.9% |
| 30D | -3.4% | -9.5% | +6.1% | -0.9% |
| 3M | +3.7% | -28.5% | +32.3% | +12.3% |
| 6M | +14.8% | -10.0% | +24.7% | +14.8% |
| YTD | +14.7% | +36.7% | -22.1% | +0.6% |
| 1Y | +16.0% | +2.6% | +13.4% | +9.6% |
| 3Y | +84.3% | +61.9% | +22.3% | +47.4% |
| 5Y | +30.9% | -59.0% | +89.9% | +43.9% |
| 10Y | +122.0% | +444.8% | -322.8% | +1.3% |
| All | +353.7% | +2,077.0% | -1,723.3% | +19.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling