+121.9%
KRE vs HLT
+590.2%
-468.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -1.8% | -1.6% | -0.2% | -0.9% |
| 30D | -4.5% | -5.0% | +0.5% | -1.6% |
| 3M | +2.7% | -10.4% | +13.1% | +9.2% |
| 6M | +16.9% | +3.2% | +13.6% | +13.2% |
| YTD | +15.4% | +6.7% | +8.6% | +9.2% |
| 1Y | +16.1% | +10.3% | +5.8% | +7.4% |
| 3Y | +85.7% | +99.3% | -13.6% | +18.7% |
| 5Y | +33.3% | +143.7% | -110.4% | -27.4% |
| All | +121.9% | +590.2% | -468.3% | -31.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling