+147.1%
KRE vs IP
+146.2%
+0.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.0% | +1.5% | -0.4% |
| 7D | -0.8% | -5.0% | +4.2% | +1.8% |
| 30D | +3.2% | +6.5% | -3.3% | -0.4% |
| 3M | -6.0% | -18.0% | +12.1% | +3.1% |
| 6M | +4.6% | +10.3% | -5.7% | -3.2% |
| YTD | +13.5% | -9.9% | +23.4% | +13.9% |
| 1Y | +22.2% | -1.1% | +23.3% | +16.5% |
| 3Y | +79.8% | +13.0% | +66.8% | +50.2% |
| 5Y | +11.2% | -12.3% | +23.5% | +5.4% |
| 10Y | +116.1% | +26.8% | +89.2% | +65.6% |
| All | +147.1% | +146.2% | +0.9% | +15.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling