+122.0%
KRE vs HST
+101.1%
+20.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.0% | -1.1% |
| 7D | -1.1% | -0.3% | -0.7% | -0.9% |
| 30D | -3.4% | -2.8% | -0.6% | -1.9% |
| 3M | +3.7% | -6.5% | +10.2% | +7.3% |
| 6M | +14.8% | +20.7% | -6.0% | +1.6% |
| YTD | +14.7% | +30.5% | -15.8% | -3.2% |
| 1Y | +16.0% | +36.8% | -20.8% | -5.1% |
| 3Y | +84.3% | +65.9% | +18.4% | +33.2% |
| 5Y | +30.9% | +73.9% | -43.0% | -12.4% |
| 10Y | +122.0% | +107.0% | +14.9% | +25.9% |
| All | +122.0% | +101.1% | +20.9% | +25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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