+148.6%
KRE vs HDB
+1,093.0%
-944.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.1% |
| 7D | +0.7% | +2.7% | -2.0% | -0.5% |
| 30D | +6.1% | +14.1% | -8.0% | -0.3% |
| 3M | -5.9% | +11.8% | -17.7% | -11.1% |
| 6M | +9.6% | +8.2% | +1.4% | +4.4% |
| YTD | +14.2% | -29.3% | +43.5% | +31.2% |
| 1Y | +22.5% | -28.8% | +51.3% | +40.0% |
| 3Y | +90.4% | -7.5% | +97.8% | +87.4% |
| 5Y | +11.9% | -23.1% | +34.9% | +17.5% |
| 10Y | +88.8% | +63.7% | +25.1% | +29.7% |
| All | +148.6% | +1,093.0% | -944.4% | -42.7% |
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