+13.0%
KRE vs IR
+46.1%
-33.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | +0.1% |
| 7D | +0.3% | +1.5% | -1.2% | -0.6% |
| 30D | +5.9% | +9.0% | -3.1% | +0.6% |
| 3M | -3.3% | -0.9% | -2.5% | -3.5% |
| 6M | +5.8% | +13.4% | -7.6% | -2.8% |
| YTD | +14.7% | +8.5% | +6.3% | +6.5% |
| 1Y | +22.0% | +11.3% | +10.8% | +11.3% |
| 3Y | +91.6% | +26.0% | +65.6% | +55.9% |
| 5Y | +13.0% | +47.9% | -34.9% | -20.9% |
| All | +13.0% | +46.1% | -33.1% | -20.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling