+121.9%
KRE vs INDA
+84.7%
+37.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.8% | -0.5% |
| 7D | -1.8% | -2.7% | +0.9% | 0.0% |
| 30D | -4.5% | -2.8% | -1.7% | -2.7% |
| 3M | +2.7% | +1.6% | +1.1% | +1.4% |
| 6M | +16.9% | -1.4% | +18.3% | +17.6% |
| YTD | +15.4% | -10.1% | +25.5% | +23.7% |
| 1Y | +16.1% | -8.8% | +24.9% | +22.8% |
| 3Y | +85.7% | +7.6% | +78.1% | +74.1% |
| 5Y | +33.3% | +5.8% | +27.5% | +26.4% |
| All | +121.9% | +84.7% | +37.2% | +46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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