+122.0%
KRE vs IBB
+122.2%
-0.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.6% |
| 7D | -1.1% | -3.9% | +2.8% | +1.2% |
| 30D | -3.4% | +2.7% | -6.1% | -5.3% |
| 3M | +3.7% | +21.4% | -17.6% | -8.3% |
| 6M | +14.8% | +20.1% | -5.3% | +1.7% |
| YTD | +14.7% | +21.9% | -7.2% | +0.4% |
| 1Y | +16.0% | +44.1% | -28.1% | -8.7% |
| 3Y | +84.3% | +63.4% | +20.9% | +34.0% |
| 5Y | +30.9% | +19.8% | +11.1% | +12.3% |
| 10Y | +122.0% | +127.0% | -5.1% | +24.1% |
| All | +122.0% | +122.2% | -0.3% | +24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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