+152.5%
KRE vs GWW
+2,441.0%
-2,288.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.7% | +1.4% | +0.4% |
| 7D | +2.3% | -1.5% | +3.9% | +3.3% |
| 30D | -2.5% | +1.1% | -3.6% | -3.3% |
| 3M | +6.2% | -1.0% | +7.2% | +6.3% |
| 6M | +15.8% | +16.3% | -0.5% | +3.9% |
| YTD | +16.0% | +28.5% | -12.5% | -3.0% |
| 1Y | +16.2% | +30.3% | -14.1% | -3.9% |
| 3Y | +86.4% | +91.6% | -5.2% | +18.2% |
| 5Y | +33.0% | +224.0% | -191.0% | -42.5% |
| 10Y | +123.0% | +551.3% | -428.3% | -45.9% |
| All | +152.5% | +2,441.0% | -2,288.4% | -81.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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