+21.9%
KRE vs IRE
-97.2%
+119.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +39.6% | -39.7% | -0.3% |
| 7D | +0.3% | -27.2% | +27.4% | +0.3% |
| 30D | +4.8% | -75.1% | +79.9% | +5.5% |
| 3M | -5.1% | -77.9% | +72.8% | -4.5% |
| 6M | +3.3% | -94.6% | +97.9% | +4.7% |
| YTD | +13.3% | -91.5% | +104.9% | +12.9% |
| 1Y | +22.9% | -97.8% | +120.7% | +24.9% |
| All | +21.9% | -97.2% | +119.2% | +22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling