+85.5%
KRE vs GTLB
-10.3%
+95.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | +0.2% |
| 7D | -1.4% | -4.1% | +2.7% | -0.9% |
| 30D | -3.9% | +12.3% | -16.2% | -5.4% |
| 3M | +3.6% | +65.9% | -62.3% | -3.2% |
| 6M | +15.4% | +104.0% | -88.6% | +3.7% |
| YTD | +15.2% | +26.0% | -10.8% | +10.8% |
| 1Y | +16.5% | -3.5% | +19.9% | +16.2% |
| All | +85.5% | -10.3% | +95.8% | +71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 3y: compounded portfolio wealth divided by compounded GTLB 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…
3y analysis · Full analysis span regression · 6 months rolling