+30.9%
KRE vs HAL
+112.2%
-81.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.4% |
| 7D | -1.1% | -1.3% | +0.3% | -0.7% |
| 30D | -3.4% | +10.9% | -14.3% | -6.4% |
| 3M | +3.7% | -5.8% | +9.6% | +5.1% |
| 6M | +14.8% | +8.1% | +6.6% | +10.5% |
| YTD | +14.7% | +33.2% | -18.5% | +2.7% |
| 1Y | +16.0% | +74.2% | -58.2% | -5.7% |
| 3Y | +84.3% | -3.7% | +87.9% | +76.7% |
| 5Y | +30.9% | +111.9% | -81.0% | -15.2% |
| All | +30.9% | +112.2% | -81.4% | -15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling