+150.8%
KRE vs IJH
+568.4%
-417.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +1.6% |
| 7D | -1.4% | -2.5% | +1.1% | +1.7% |
| 30D | -3.9% | -5.0% | +1.1% | +2.3% |
| 3M | +3.6% | +0.5% | +3.1% | +2.7% |
| 6M | +15.4% | +8.2% | +7.1% | +4.1% |
| YTD | +15.2% | +12.4% | +2.8% | -0.7% |
| 1Y | +16.5% | +14.4% | +2.1% | -1.7% |
| 3Y | +85.2% | +49.5% | +35.7% | +14.3% |
| 5Y | +33.1% | +47.8% | -14.7% | -16.3% |
| 10Y | +123.1% | +180.4% | -57.3% | -33.0% |
| All | +150.8% | +568.4% | -417.5% | -71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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