+121.9%
KRE vs ICE
+220.6%
-98.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.5% |
| 7D | -1.8% | -2.4% | +0.6% | -0.5% |
| 30D | -4.5% | +4.0% | -8.5% | -6.8% |
| 3M | +2.7% | +13.7% | -10.9% | -5.4% |
| 6M | +16.9% | +0.9% | +15.9% | +14.9% |
| YTD | +15.4% | -2.1% | +17.5% | +14.6% |
| 1Y | +16.1% | -9.5% | +25.6% | +21.0% |
| 3Y | +85.7% | +42.1% | +43.6% | +43.8% |
| 5Y | +33.3% | +41.4% | -8.1% | +0.8% |
| All | +121.9% | +220.6% | -98.7% | -1.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling