+155.8%
KRE vs IBN
+742.4%
-586.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.3% | +0.8% |
| 7D | +1.3% | +1.4% | -0.1% | +0.8% |
| 30D | -2.7% | -0.3% | -2.3% | -2.6% |
| 3M | +8.2% | +17.1% | -8.9% | +1.7% |
| 6M | +12.8% | +3.4% | +9.4% | +11.1% |
| YTD | +17.5% | +2.5% | +15.0% | +15.9% |
| 1Y | +16.6% | -4.2% | +20.7% | +17.6% |
| 3Y | +79.5% | +32.4% | +47.1% | +58.1% |
| 5Y | +32.4% | +59.2% | -26.8% | +8.2% |
| 10Y | +124.1% | +345.7% | -221.5% | +15.5% |
| All | +155.8% | +742.4% | -586.6% | -23.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling