+120.0%
KRE vs HWM
+1,494.1%
-1,374.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.8% |
| 7D | +1.3% | -2.1% | +3.4% | +2.0% |
| 30D | -2.7% | -11.0% | +8.3% | +2.3% |
| 3M | +8.2% | +4.0% | +4.2% | +5.1% |
| 6M | +12.8% | -0.2% | +13.0% | +10.9% |
| YTD | +17.5% | +26.7% | -9.2% | +2.5% |
| 1Y | +16.6% | +44.7% | -28.1% | -5.1% |
| 3Y | +79.5% | +426.1% | -346.6% | -25.8% |
| 5Y | +32.4% | +738.5% | -706.1% | -57.0% |
| All | +120.0% | +1,494.1% | -1,374.0% | -52.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling