+83.8%
KRE vs IAU
+210.9%
-127.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +0.7% | -4.6% | +5.3% | +0.2% |
| 30D | +6.1% | -5.4% | +11.6% | +5.5% |
| 3M | -5.9% | -10.9% | +5.0% | -7.1% |
| 6M | +9.6% | -17.4% | +27.0% | +7.3% |
| YTD | +14.2% | -10.2% | +24.4% | +14.0% |
| 1Y | +22.5% | -7.1% | +29.6% | +23.0% |
| 3Y | +90.4% | +97.7% | -7.4% | +123.8% |
| 5Y | +11.9% | +105.3% | -93.4% | +32.2% |
| All | +83.8% | +210.9% | -127.1% | +175.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 IAU 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