+33.1%
KRE vs HIG
+118.8%
-85.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | -1.4% | -2.3% | +0.9% | +0.2% |
| 30D | -3.9% | -1.2% | -2.7% | -3.2% |
| 3M | +3.6% | +6.3% | -2.7% | -1.7% |
| 6M | +15.4% | +0.6% | +14.8% | +13.8% |
| YTD | +15.2% | +0.6% | +14.6% | +13.5% |
| 1Y | +16.5% | +6.1% | +10.4% | +9.8% |
| 3Y | +85.2% | +102.0% | -16.8% | -0.9% |
| 5Y | +33.1% | +119.2% | -86.1% | -34.3% |
| All | +33.1% | +118.8% | -85.7% | -34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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