+16.5%
KRE vs HAL
+69.2%
-52.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.3% | +0.6% |
| 7D | -1.4% | -3.3% | +1.9% | -1.3% |
| 30D | -3.9% | +7.2% | -11.1% | -4.3% |
| 3M | +3.6% | -8.8% | +12.4% | +4.7% |
| 6M | +15.4% | +3.0% | +12.4% | +13.9% |
| YTD | +15.2% | +29.4% | -14.2% | +8.8% |
| 1Y | +16.5% | +62.8% | -46.4% | +5.2% |
| All | +16.5% | +69.2% | -52.7% | +5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling