+147.8%
KRE vs IRM
+1,193.4%
-1,045.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -1.4% |
| 7D | +0.3% | +8.6% | -8.3% | -3.4% |
| 30D | +5.0% | 0.0% | +5.0% | +4.5% |
| 3M | -5.7% | -7.1% | +1.4% | -3.4% |
| 6M | +7.5% | -7.9% | +15.4% | +10.0% |
| YTD | +13.8% | +41.3% | -27.4% | -5.4% |
| 1Y | +20.7% | +20.7% | -0.1% | +7.4% |
| 3Y | +90.1% | +112.2% | -22.0% | +24.4% |
| 5Y | +11.5% | +191.2% | -179.7% | -38.9% |
| 10Y | +88.2% | +524.3% | -436.1% | -33.0% |
| All | +147.8% | +1,193.4% | -1,045.6% | -46.4% |
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