+93.6%
KRE vs IP
+20.2%
+73.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.9% | -1.2% | +0.9% |
| 7D | -0.4% | -3.0% | +2.6% | +0.5% |
| 30D | +6.4% | +10.6% | -4.2% | +3.3% |
| 3M | -3.1% | -13.6% | +10.5% | +0.7% |
| 6M | +6.4% | +10.4% | -4.0% | +1.9% |
| YTD | +15.3% | -6.5% | +21.8% | +15.1% |
| 1Y | +23.3% | -2.1% | +25.4% | +20.9% |
| 3Y | +93.6% | +22.0% | +71.6% | +74.7% |
| All | +93.6% | +20.2% | +73.4% | +74.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling