+11.4%
KRE vs IT
-42.2%
+53.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.1% |
| 7D | +0.7% | +1.1% | -0.3% | +0.5% |
| 30D | +6.1% | -1.8% | +8.0% | +6.1% |
| 3M | -5.9% | +4.8% | -10.7% | -7.9% |
| 6M | +9.6% | +33.0% | -23.4% | -1.1% |
| YTD | +14.2% | -23.8% | +38.0% | +21.1% |
| 1Y | +22.5% | -16.5% | +39.0% | +25.5% |
| 3Y | +90.4% | -53.6% | +144.0% | +141.9% |
| All | +11.4% | -42.2% | +53.7% | +23.0% |
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