+73.9%
KRE vs IR
+332.9%
-259.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.3% |
| 7D | -1.6% | +1.1% | -2.7% | -2.2% |
| 30D | +4.9% | +7.6% | -2.7% | +0.3% |
| 3M | -4.5% | +0.1% | -4.6% | -5.2% |
| 6M | +7.7% | +14.0% | -6.3% | -1.4% |
| YTD | +14.5% | +7.5% | +7.0% | +7.1% |
| 1Y | +21.5% | +10.1% | +11.4% | +11.9% |
| 3Y | +91.2% | +24.9% | +66.4% | +60.2% |
| 5Y | +11.8% | +46.9% | -35.1% | -16.1% |
| All | +73.9% | +332.9% | -259.0% | -21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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