+151.1%
KRE vs IDXX
+2,569.3%
-2,418.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | -1.8% | -5.7% | +3.9% | +0.5% |
| 30D | -4.5% | -11.5% | +7.0% | +0.1% |
| 3M | +2.7% | -9.5% | +12.3% | +6.3% |
| 6M | +16.9% | -16.0% | +32.8% | +24.0% |
| YTD | +15.4% | -25.4% | +40.8% | +28.0% |
| 1Y | +16.1% | -21.8% | +37.9% | +25.4% |
| 3Y | +85.7% | +7.0% | +78.7% | +68.2% |
| 5Y | +33.3% | -26.0% | +59.2% | +35.6% |
| 10Y | +123.3% | +358.9% | -235.6% | -18.8% |
| All | +151.1% | +2,569.3% | -2,418.2% | -71.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling