+128.3%
KRE vs IP
+23.2%
+105.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | -0.7% |
| 7D | +1.3% | -5.3% | +6.6% | +4.2% |
| 30D | -2.7% | -10.9% | +8.2% | +3.2% |
| 3M | +8.2% | +11.2% | -3.0% | 0.0% |
| 6M | +12.8% | -10.2% | +23.0% | +15.8% |
| YTD | +17.5% | -2.0% | +19.5% | +13.2% |
| 1Y | +16.6% | -19.1% | +35.7% | +24.4% |
| 3Y | +79.5% | +20.9% | +58.6% | +37.4% |
| 5Y | +32.4% | -17.8% | +50.2% | +30.1% |
| All | +128.3% | +23.2% | +105.1% | +49.2% |
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