+114.5%
KRE vs HWM
+1,278.2%
-1,163.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.3% | -2.5% | -1.2% |
| 7D | -1.6% | +5.0% | -6.6% | -3.9% |
| 30D | +4.9% | +1.5% | +3.4% | +3.2% |
| 3M | -4.5% | -20.3% | +15.8% | +4.2% |
| 6M | +7.7% | -18.0% | +25.7% | +15.1% |
| YTD | +14.5% | +9.5% | +5.0% | +5.4% |
| 1Y | +21.5% | +7.5% | +14.1% | +12.6% |
| 3Y | +91.2% | +355.7% | -264.4% | -16.7% |
| 5Y | +11.8% | +610.2% | -598.4% | -61.2% |
| 10Y | +89.3% | +1,516.8% | -1,427.4% | -56.5% |
| All | +114.5% | +1,278.2% | -1,163.7% | -50.8% |
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