+121.9%
KRE vs INCY
+54.2%
+67.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.4% |
| 7D | -1.8% | -4.2% | +2.3% | -1.0% |
| 30D | -4.5% | +0.6% | -5.1% | -4.7% |
| 3M | +2.7% | +12.6% | -9.9% | -0.2% |
| 6M | +16.9% | +28.3% | -11.5% | +10.2% |
| YTD | +15.4% | +23.0% | -7.6% | +9.5% |
| 1Y | +16.1% | +41.0% | -24.9% | +6.6% |
| 3Y | +85.7% | +88.6% | -2.9% | +57.6% |
| 5Y | +33.3% | +70.8% | -37.5% | +14.6% |
| All | +121.9% | +54.2% | +67.7% | +71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside INCY.
Daily Out/Under-Performance
Portfolio return minus INCY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INCY 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 10y: compounded portfolio wealth divided by compounded INCY 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…
10y analysis · Full analysis span regression · 6 months rolling