+155.8%
KRE vs GSK
+146.6%
+9.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.5% | +1.5% |
| 7D | +1.3% | -1.8% | +3.1% | +2.2% |
| 30D | -2.7% | -2.2% | -0.5% | -1.9% |
| 3M | +8.2% | -1.8% | +10.0% | +8.5% |
| 6M | +12.8% | -10.6% | +23.4% | +18.4% |
| YTD | +17.5% | +4.4% | +13.1% | +13.2% |
| 1Y | +16.6% | +30.4% | -13.8% | -1.1% |
| 3Y | +79.5% | +60.1% | +19.4% | +28.9% |
| 5Y | +32.4% | +46.8% | -14.4% | -2.9% |
| 10Y | +124.1% | +79.2% | +44.9% | +38.5% |
| All | +155.8% | +146.6% | +9.2% | +6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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