+20.7%
KRE vs IRE
-97.7%
+118.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -13.5% | +12.9% | -0.5% |
| 7D | +0.3% | +11.1% | -10.8% | +0.2% |
| 30D | +5.0% | -75.2% | +80.2% | +5.4% |
| 3M | -5.7% | -86.4% | +80.6% | -5.2% |
| 6M | +7.5% | -94.8% | +102.4% | +8.6% |
| YTD | +13.8% | -93.3% | +107.1% | +13.6% |
| 1Y | +20.7% | -97.5% | +118.1% | +20.8% |
| All | +20.7% | -97.7% | +118.4% | +20.8% |
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