+155.8%
KRE vs HDB
+970.6%
-814.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +1.0% | +0.7% |
| 7D | +1.3% | +0.4% | +0.9% | +1.1% |
| 30D | -2.7% | -2.8% | +0.1% | -1.5% |
| 3M | +8.2% | -3.5% | +11.7% | +9.2% |
| 6M | +12.8% | -24.7% | +37.5% | +26.9% |
| YTD | +17.5% | -36.6% | +54.1% | +42.6% |
| 1Y | +16.6% | -34.4% | +51.0% | +38.8% |
| 3Y | +79.5% | -24.4% | +103.9% | +94.8% |
| 5Y | +32.4% | -35.4% | +67.8% | +51.4% |
| 10Y | +124.1% | +39.5% | +84.6% | +66.6% |
| All | +155.8% | +970.6% | -814.8% | -37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 all: compounded portfolio wealth divided by compounded HDB 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…
all analysis · Full analysis span regression · 6 months rolling