+83.8%
KRE vs IRM
+520.0%
-436.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.6% |
| 7D | +0.7% | +6.8% | -6.0% | -1.9% |
| 30D | +6.1% | +2.6% | +3.5% | +4.6% |
| 3M | -5.9% | -9.5% | +3.6% | -2.8% |
| 6M | +9.6% | -8.5% | +18.1% | +12.2% |
| YTD | +14.2% | +40.3% | -26.1% | -3.4% |
| 1Y | +22.5% | +28.7% | -6.2% | +7.3% |
| 3Y | +90.4% | +111.8% | -21.5% | +26.0% |
| 5Y | +11.9% | +189.1% | -177.2% | -37.5% |
| All | +83.8% | +520.0% | -436.2% | -26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 10y: compounded portfolio wealth divided by compounded IRM 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…
10y analysis · Full analysis span regression · 6 months rolling