+155.8%
KRE vs IRM
+1,209.0%
-1,053.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | -0.2% |
| 7D | +1.3% | -0.5% | +1.8% | +1.5% |
| 30D | -2.7% | -8.1% | +5.4% | +0.9% |
| 3M | +8.2% | -9.7% | +17.9% | +12.5% |
| 6M | +12.8% | +10.0% | +2.8% | +6.6% |
| YTD | +17.5% | +43.0% | -25.5% | -2.2% |
| 1Y | +16.6% | +32.7% | -16.1% | -0.4% |
| 3Y | +79.5% | +102.7% | -23.3% | +20.8% |
| 5Y | +32.4% | +187.6% | -155.1% | -26.6% |
| 10Y | +124.1% | +420.1% | -296.0% | -12.7% |
| All | +155.8% | +1,209.0% | -1,053.2% | -44.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling