+85.5%
KRE vs ICE
+40.2%
+45.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | -1.4% | -5.3% | +3.9% | +0.7% |
| 30D | -3.9% | +3.0% | -6.9% | -5.2% |
| 3M | +3.6% | +11.4% | -7.8% | -1.1% |
| 6M | +15.4% | -2.0% | +17.4% | +16.3% |
| YTD | +15.2% | -3.1% | +18.3% | +15.6% |
| 1Y | +16.5% | -8.4% | +24.8% | +20.5% |
| All | +85.5% | +40.2% | +45.3% | +39.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling