+148.6%
KRE vs IT
+1,260.8%
-1,112.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | 0.0% |
| 7D | +0.7% | +1.1% | -0.3% | +0.2% |
| 30D | +6.1% | -1.8% | +8.0% | +6.0% |
| 3M | -5.9% | +4.8% | -10.7% | -10.1% |
| 6M | +9.6% | +33.0% | -23.4% | -10.4% |
| YTD | +14.2% | -23.8% | +38.0% | +18.6% |
| 1Y | +22.5% | -16.5% | +39.0% | +21.2% |
| 3Y | +90.4% | -53.6% | +144.0% | +143.3% |
| 5Y | +11.9% | -42.1% | +54.0% | +22.1% |
| 10Y | +88.8% | +90.1% | -1.3% | -1.0% |
| All | +148.6% | +1,260.8% | -1,112.2% | -60.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling