+24.8%
KRE vs IRE
-82.8%
+107.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +10.2% | -11.5% | -1.3% |
| 7D | +2.3% | +58.9% | -56.6% | +2.0% |
| 30D | -2.5% | +17.2% | -19.7% | -2.7% |
| 3M | +6.2% | -58.6% | +64.8% | +6.9% |
| 6M | +15.8% | -23.5% | +39.3% | +15.1% |
| YTD | +16.0% | -47.4% | +63.4% | +14.5% |
| All | +24.8% | -82.8% | +107.6% | +24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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