+146.7%
KRE vs HST
+144.2%
+2.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.1% | -0.1% |
| 7D | +0.3% | -2.7% | +3.0% | +1.7% |
| 30D | +4.8% | +10.7% | -5.9% | -0.8% |
| 3M | -5.1% | +6.3% | -11.3% | -8.3% |
| 6M | +3.3% | +19.0% | -15.7% | -6.4% |
| YTD | +13.3% | +47.0% | -33.7% | -8.3% |
| 1Y | +22.9% | +53.4% | -30.6% | -2.9% |
| 3Y | +82.1% | +78.0% | +4.1% | +32.3% |
| 5Y | +11.0% | +71.7% | -60.7% | -20.5% |
| 10Y | +115.7% | +146.2% | -30.5% | +22.1% |
| All | +146.7% | +144.2% | +2.5% | +6.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling