+152.5%
KRE vs ICE
+1,618.1%
-1,465.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -0.4% |
| 7D | +2.3% | -1.2% | +3.5% | +2.8% |
| 30D | -2.5% | +5.0% | -7.5% | -4.6% |
| 3M | +6.2% | +13.9% | -7.6% | +0.1% |
| 6M | +15.8% | -4.4% | +20.2% | +17.1% |
| YTD | +16.0% | -1.9% | +17.9% | +15.4% |
| 1Y | +16.2% | -8.1% | +24.3% | +18.8% |
| 3Y | +86.4% | +42.5% | +43.9% | +57.9% |
| 5Y | +33.0% | +40.6% | -7.7% | +11.9% |
| 10Y | +123.0% | +217.1% | -94.1% | +35.5% |
| All | +152.5% | +1,618.1% | -1,465.6% | -10.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling