+275.2%
KRE vs INDA
+109.8%
+165.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.7% |
| 7D | -1.1% | -2.6% | +1.5% | +0.5% |
| 30D | -3.4% | -2.9% | -0.5% | -1.7% |
| 3M | +3.7% | +2.4% | +1.3% | +2.2% |
| 6M | +14.8% | -2.6% | +17.4% | +16.3% |
| YTD | +14.7% | -10.0% | +24.6% | +21.5% |
| 1Y | +16.0% | -7.7% | +23.7% | +20.9% |
| 3Y | +84.3% | +8.9% | +75.4% | +74.0% |
| 5Y | +30.9% | +6.0% | +24.9% | +25.8% |
| 10Y | +122.0% | +84.4% | +37.6% | +55.1% |
| All | +275.2% | +109.8% | +165.4% | +148.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling