+155.8%
KRE vs IAU
+616.2%
-460.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.4% | +0.4% |
| 7D | +1.3% | -0.5% | +1.8% | +1.2% |
| 30D | -2.7% | +4.4% | -7.1% | -2.2% |
| 3M | +8.2% | -1.1% | +9.2% | +8.2% |
| 6M | +12.8% | -13.7% | +26.5% | +11.2% |
| YTD | +17.5% | +2.7% | +14.8% | +18.4% |
| 1Y | +16.6% | +24.6% | -8.0% | +20.4% |
| 3Y | +79.5% | +126.8% | -47.4% | +99.9% |
| 5Y | +32.4% | +139.5% | -107.1% | +48.7% |
| 10Y | +124.1% | +226.3% | -102.1% | +163.8% |
| All | +155.8% | +616.2% | -460.4% | +187.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling