+85.7%
KRE vs IDXX
+7.6%
+78.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -1.8% | -5.7% | +3.9% | -0.4% |
| 30D | -4.5% | -11.5% | +7.0% | -1.7% |
| 3M | +2.7% | -9.5% | +12.3% | +5.0% |
| 6M | +16.9% | -16.0% | +32.8% | +21.3% |
| YTD | +15.4% | -25.4% | +40.8% | +23.1% |
| 1Y | +16.1% | -21.8% | +37.9% | +22.0% |
| 3Y | +85.7% | +7.0% | +78.7% | +63.0% |
| All | +85.7% | +7.6% | +78.2% | +63.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 IDXX 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