+33.1%
KRE vs HBM
+336.0%
-302.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.5% | +8.0% | +1.8% |
| 7D | -1.4% | -3.7% | +2.3% | -0.9% |
| 30D | -3.9% | -3.7% | -0.2% | -3.6% |
| 3M | +3.6% | +8.0% | -4.4% | +1.1% |
| 6M | +15.4% | +15.8% | -0.4% | +9.6% |
| YTD | +15.2% | +34.4% | -19.2% | +4.9% |
| 1Y | +16.5% | +98.2% | -81.7% | -3.2% |
| 3Y | +85.2% | +476.6% | -391.4% | +14.8% |
| 5Y | +33.1% | +331.1% | -298.0% | -16.3% |
| All | +33.1% | +336.0% | -302.9% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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