+16.6%
KRE vs HWM
+48.6%
-32.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | +1.3% | -2.1% | +3.4% | +1.7% |
| 30D | -2.7% | -11.0% | +8.3% | -0.6% |
| 3M | +8.2% | +4.0% | +4.2% | +6.7% |
| 6M | +12.8% | -0.2% | +13.0% | +11.6% |
| YTD | +17.5% | +26.7% | -9.2% | +10.1% |
| 1Y | +16.6% | +44.7% | -28.1% | +4.0% |
| All | +16.6% | +48.6% | -32.0% | +4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 1y: compounded portfolio wealth divided by compounded HWM 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…
1y analysis · Full analysis span regression · 6 months rolling