+149.6%
KRE vs HUM
+809.4%
-659.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.9% |
| 7D | -1.1% | -0.2% | -0.8% | -1.0% |
| 30D | -3.4% | +3.7% | -7.1% | -4.5% |
| 3M | +3.7% | +10.4% | -6.7% | +0.4% |
| 6M | +14.8% | +125.7% | -111.0% | -10.5% |
| YTD | +14.7% | +57.3% | -42.7% | -2.0% |
| 1Y | +16.0% | +48.6% | -32.6% | -0.1% |
| 3Y | +84.3% | -11.3% | +95.6% | +77.1% |
| 5Y | +30.9% | +0.8% | +30.0% | +17.0% |
| 10Y | +122.0% | +146.7% | -24.7% | +43.7% |
| All | +149.6% | +809.4% | -659.8% | -15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 HUM 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