+152.5%
KRE vs HON
+786.2%
-633.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -0.8% |
| 7D | +2.3% | -0.8% | +3.2% | +3.0% |
| 30D | -2.5% | -15.2% | +12.7% | +10.7% |
| 3M | +6.2% | -6.0% | +12.2% | +9.3% |
| 6M | +15.8% | -14.9% | +30.7% | +28.1% |
| YTD | +16.0% | +3.2% | +12.8% | +9.1% |
| 1Y | +16.2% | 0.0% | +16.1% | +11.2% |
| 3Y | +86.4% | +21.5% | +64.9% | +48.9% |
| 5Y | +33.0% | +4.0% | +28.9% | +19.8% |
| 10Y | +123.0% | +138.4% | -15.4% | +2.7% |
| All | +152.5% | +786.2% | -633.7% | -60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HON.
Daily Out/Under-Performance
Portfolio return minus HON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HON 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 HON 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