+78.4%
KRE vs IR
+288.5%
-210.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.7% | -0.2% |
| 7D | +1.3% | -2.8% | +4.1% | +2.9% |
| 30D | -2.7% | -15.1% | +12.5% | +6.5% |
| 3M | +8.2% | +6.1% | +2.1% | +3.8% |
| 6M | +12.8% | -16.8% | +29.6% | +23.2% |
| YTD | +17.5% | -3.5% | +21.0% | +17.4% |
| 1Y | +16.6% | -3.5% | +20.1% | +16.0% |
| 3Y | +79.5% | +9.5% | +70.0% | +62.5% |
| 5Y | +32.4% | +45.1% | -12.7% | +0.5% |
| All | +78.4% | +288.5% | -210.1% | -13.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling