+33.1%
KRE vs IBN
+52.7%
-19.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.8% |
| 7D | -1.4% | -5.5% | +4.1% | +1.1% |
| 30D | -3.9% | -3.4% | -0.5% | -2.4% |
| 3M | +3.6% | +8.7% | -5.0% | -0.4% |
| 6M | +15.4% | +3.7% | +11.7% | +13.0% |
| YTD | +15.2% | -2.4% | +17.6% | +15.8% |
| 1Y | +16.5% | -8.1% | +24.5% | +19.8% |
| 3Y | +85.2% | +26.3% | +58.8% | +57.2% |
| 5Y | +33.1% | +54.9% | -21.8% | -0.5% |
| All | +33.1% | +52.7% | -19.6% | -0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling