+11.4%
KRE vs GTLB
-62.5%
+74.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.6% | +0.2% |
| 7D | +0.7% | -0.7% | +1.5% | +0.8% |
| 30D | +6.1% | -10.2% | +16.3% | +7.3% |
| 3M | -5.9% | +10.1% | -16.0% | -7.3% |
| 6M | +9.6% | +116.5% | -106.9% | -0.9% |
| YTD | +14.2% | +27.2% | -13.0% | +9.2% |
| 1Y | +22.5% | +8.6% | +14.0% | +19.2% |
| 3Y | +90.4% | +5.6% | +84.8% | +80.2% |
| All | +11.4% | -62.5% | +74.0% | +5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling