+90.4%
KRE vs IBN
+57.3%
+33.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | +0.7% | +1.9% | -1.1% | +0.2% |
| 30D | +6.1% | +22.1% | -16.0% | -0.2% |
| 3M | -5.9% | +17.1% | -23.0% | -10.4% |
| 6M | +9.6% | +35.5% | -26.0% | -0.2% |
| YTD | +14.2% | +16.8% | -2.6% | +8.2% |
| 1Y | +22.5% | +12.4% | +10.1% | +17.2% |
| 3Y | +90.4% | +58.0% | +32.3% | +61.5% |
| All | +90.4% | +57.3% | +33.0% | +61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 3y: compounded portfolio wealth divided by compounded IBN 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…
3y analysis · Full analysis span regression · 6 months rolling