+94.0%
KRE vs HWM
+1,599.0%
-1,505.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -1.1% |
| 7D | +0.3% | -1.8% | +2.0% | +0.9% |
| 30D | +5.9% | -2.7% | +8.6% | +6.2% |
| 3M | -3.3% | -22.7% | +19.4% | +7.0% |
| 6M | +5.8% | -18.9% | +24.8% | +13.7% |
| YTD | +14.7% | +7.1% | +7.7% | +6.7% |
| 1Y | +22.0% | +4.7% | +17.3% | +14.4% |
| 3Y | +91.6% | +345.6% | -254.0% | -15.7% |
| 5Y | +13.0% | +588.3% | -575.3% | -60.2% |
| 10Y | +94.0% | +1,516.2% | -1,422.2% | -53.9% |
| All | +94.0% | +1,599.0% | -1,505.1% | -53.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling