+123.0%
KRE vs HAS
+53.3%
+69.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.1% | -0.3% |
| 7D | +2.3% | -3.1% | +5.4% | +3.6% |
| 30D | -2.5% | -2.7% | +0.2% | -1.5% |
| 3M | +6.2% | +8.9% | -2.7% | +2.2% |
| 6M | +15.8% | -2.9% | +18.7% | +15.8% |
| YTD | +16.0% | +12.6% | +3.4% | +8.9% |
| 1Y | +16.2% | +17.5% | -1.3% | +7.0% |
| 3Y | +86.4% | +46.2% | +40.2% | +52.1% |
| 5Y | +33.0% | +12.6% | +20.4% | +18.2% |
| 10Y | +123.0% | +55.7% | +67.3% | +73.6% |
| All | +123.0% | +53.3% | +69.7% | +73.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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