+149.8%
KRE vs IBB
+869.6%
-719.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | +0.3% |
| 7D | +0.3% | +0.8% | -0.5% | -0.4% |
| 30D | +5.9% | +5.2% | +0.7% | +1.9% |
| 3M | -3.3% | +8.6% | -11.9% | -9.8% |
| 6M | +5.8% | +27.8% | -22.0% | -12.6% |
| YTD | +14.7% | +28.8% | -14.1% | -6.4% |
| 1Y | +22.0% | +36.4% | -14.4% | -4.6% |
| 3Y | +91.6% | +89.3% | +2.3% | +17.5% |
| 5Y | +13.0% | +43.3% | -30.3% | -17.0% |
| 10Y | +94.0% | +130.6% | -36.7% | -7.2% |
| All | +149.8% | +869.6% | -719.8% | -77.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling