+121.6%
KRE vs HAL
+5.2%
+116.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.3% | +1.6% |
| 7D | -1.4% | -3.3% | +1.9% | -0.2% |
| 30D | -3.9% | +7.2% | -11.1% | -6.6% |
| 3M | +3.6% | -8.8% | +12.4% | +6.5% |
| 6M | +15.4% | +3.0% | +12.4% | +12.0% |
| YTD | +15.2% | +29.4% | -14.2% | +1.8% |
| 1Y | +16.5% | +62.8% | -46.4% | -6.9% |
| 3Y | +85.2% | -6.4% | +91.6% | +79.2% |
| 5Y | +33.1% | +103.6% | -70.5% | -13.3% |
| All | +121.6% | +5.2% | +116.4% | +36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HAL.
Daily Out/Under-Performance
Portfolio return minus HAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAL 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 10y: compounded portfolio wealth divided by compounded HAL 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…
10y analysis · Full analysis span regression · 6 months rolling