+21.5%
KRE vs IR
+10.4%
+11.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.1% |
| 7D | -1.6% | +1.1% | -2.7% | -2.0% |
| 30D | +4.9% | +7.6% | -2.7% | +2.1% |
| 3M | -4.5% | +0.1% | -4.6% | -4.4% |
| 6M | +7.7% | +14.0% | -6.3% | +1.7% |
| YTD | +14.5% | +7.5% | +7.0% | +8.8% |
| 1Y | +21.5% | +10.1% | +11.4% | +12.9% |
| All | +21.5% | +10.4% | +11.2% | +12.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling