+121.9%
KRE vs HRB
+209.1%
-87.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.1% |
| 7D | -1.8% | -8.0% | +6.2% | +0.9% |
| 30D | -4.5% | -16.0% | +11.5% | +1.1% |
| 3M | +2.7% | +26.9% | -24.1% | -6.8% |
| 6M | +16.9% | +51.1% | -34.3% | -2.4% |
| YTD | +15.4% | +7.1% | +8.3% | +9.1% |
| 1Y | +16.1% | -9.6% | +25.7% | +16.7% |
| 3Y | +85.7% | +25.4% | +60.3% | +58.3% |
| 5Y | +33.3% | +114.9% | -81.7% | -13.3% |
| All | +121.9% | +209.1% | -87.2% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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