+145.3%
KRE vs IBKR
+1,349.8%
-1,204.5%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -1.0% |
| 7D | -1.8% | -1.3% | -0.5% | -1.1% |
| 30D | -4.5% | -0.2% | -4.3% | -4.9% |
| 3M | +2.7% | +3.0% | -0.2% | -0.4% |
| 6M | +16.9% | +33.9% | -17.0% | -2.6% |
| YTD | +15.4% | +42.5% | -27.1% | -7.7% |
| 1Y | +16.1% | +44.9% | -28.8% | -9.0% |
| 3Y | +85.7% | +293.0% | -207.3% | -21.3% |
| 5Y | +33.3% | +497.7% | -464.4% | -56.8% |
| 10Y | +123.3% | +1,004.4% | -881.1% | -51.1% |
| All | +145.3% | +1,349.8% | -1,204.5% | -64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 IBKR 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