+152.5%
KRE vs HIG
+156.0%
-3.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | -0.7% |
| 7D | +2.3% | -1.1% | +3.4% | +2.7% |
| 30D | -2.5% | -4.9% | +2.4% | -1.0% |
| 3M | +6.2% | +6.8% | -0.6% | +3.9% |
| 6M | +15.8% | -1.7% | +17.5% | +16.2% |
| YTD | +16.0% | -0.2% | +16.2% | +15.8% |
| 1Y | +16.2% | +5.7% | +10.5% | +13.9% |
| 3Y | +86.4% | +100.3% | -13.9% | +50.3% |
| 5Y | +33.0% | +118.5% | -85.5% | +5.3% |
| 10Y | +123.0% | +309.7% | -186.7% | +48.8% |
| All | +152.5% | +156.0% | -3.5% | +99.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling