+33.1%
KRE vs IT
-46.1%
+79.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | -0.1% | +0.4% |
| 7D | -1.4% | -12.7% | +11.3% | +1.7% |
| 30D | -3.9% | -8.9% | +5.0% | -2.1% |
| 3M | +3.6% | +10.1% | -6.5% | -0.5% |
| 6M | +15.4% | +7.3% | +8.1% | +10.4% |
| YTD | +15.2% | -32.4% | +47.6% | +26.2% |
| 1Y | +16.5% | -26.6% | +43.1% | +23.1% |
| 3Y | +85.2% | -51.8% | +137.0% | +125.3% |
| 5Y | +33.1% | -45.6% | +78.7% | +47.3% |
| All | +33.1% | -46.1% | +79.2% | +47.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling