+13.0%
KRE vs IP
-11.1%
+24.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.1% |
| 7D | +0.3% | 0.0% | +0.3% | +0.3% |
| 30D | +5.9% | +9.4% | -3.5% | +2.2% |
| 3M | -3.3% | -14.1% | +10.7% | +1.9% |
| 6M | +5.8% | +9.2% | -3.3% | +0.2% |
| YTD | +14.7% | -7.5% | +22.3% | +14.4% |
| 1Y | +22.0% | -2.8% | +24.8% | +18.7% |
| 3Y | +91.6% | +21.2% | +70.4% | +52.5% |
| 5Y | +13.0% | -11.5% | +24.4% | +7.0% |
| All | +13.0% | -11.1% | +24.0% | +7.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling