+121.9%
KRE vs IT
+103.1%
+18.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.3% | -5.1% | -1.9% |
| 7D | -1.8% | -3.7% | +1.8% | -0.6% |
| 30D | -4.5% | +0.1% | -4.6% | -5.1% |
| 3M | +2.7% | +20.7% | -17.9% | -7.4% |
| 6M | +16.9% | +12.0% | +4.9% | +6.6% |
| YTD | +15.4% | -28.8% | +44.2% | +26.2% |
| 1Y | +16.1% | -25.5% | +41.6% | +23.2% |
| 3Y | +85.7% | -48.8% | +134.5% | +125.7% |
| 5Y | +33.3% | -42.7% | +76.0% | +47.2% |
| All | +121.9% | +103.1% | +18.8% | +22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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