+19.8%
KRE vs IOT
+55.2%
-35.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.7% | +2.6% | -0.6% |
| 7D | -1.1% | +5.1% | -6.1% | -1.8% |
| 30D | -3.4% | -3.0% | -0.4% | -3.1% |
| 3M | +3.7% | +15.0% | -11.3% | +1.0% |
| 6M | +14.8% | +13.1% | +1.6% | +11.1% |
| YTD | +14.7% | +9.0% | +5.6% | +10.8% |
| 1Y | +16.0% | +0.1% | +15.9% | +13.3% |
| 3Y | +84.3% | +26.4% | +57.8% | +67.5% |
| All | +19.8% | +55.2% | -35.4% | -3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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