+109.7%
KRE vs IP
+26.3%
+83.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.6% |
| 7D | +0.3% | -5.1% | +5.3% | +3.0% |
| 30D | +4.8% | +8.5% | -3.7% | 0.0% |
| 3M | -5.1% | -13.8% | +8.8% | +1.9% |
| 6M | +3.3% | +5.7% | -2.5% | -2.9% |
| YTD | +13.3% | -9.1% | +22.5% | +13.1% |
| 1Y | +22.9% | -0.8% | +23.7% | +15.9% |
| 3Y | +82.1% | +14.8% | +67.3% | +41.8% |
| 5Y | +11.0% | -11.5% | +22.6% | +1.6% |
| All | +109.7% | +26.3% | +83.5% | +24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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