+26.9%
KRE vs ICE
+21.0%
+5.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.3% | -0.6% | +1.3% |
| 7D | +2.8% | +12.2% | -9.4% | +0.9% |
| 30D | +5.3% | +15.0% | -9.7% | +2.9% |
| 3M | -4.2% | +17.6% | -21.9% | -6.8% |
| 6M | +8.7% | +12.6% | -3.9% | +7.1% |
| YTD | +16.4% | +9.1% | +7.3% | +12.9% |
| 1Y | +26.9% | +20.6% | +6.3% | +12.7% |
| All | +26.9% | +21.0% | +5.9% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 1y: compounded portfolio wealth divided by compounded ICE 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…
1y analysis · Full analysis span regression · 6 months rolling