+16.6%
KRE vs HLT
+13.1%
+3.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.9% |
| 7D | +1.3% | -3.3% | +4.6% | +2.5% |
| 30D | -2.7% | -4.1% | +1.4% | -1.3% |
| 3M | +8.2% | -7.9% | +16.1% | +11.3% |
| 6M | +12.8% | +2.2% | +10.7% | +10.0% |
| YTD | +17.5% | +8.5% | +9.0% | +11.1% |
| 1Y | +16.6% | +12.1% | +4.5% | +4.7% |
| All | +16.6% | +13.1% | +3.5% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 1y: compounded portfolio wealth divided by compounded HLT 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…
1y analysis · Full analysis span regression · 6 months rolling