+151.1%
KRE vs ITW
+810.8%
-659.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.8% |
| 7D | -1.8% | -0.7% | -1.1% | -1.2% |
| 30D | -4.5% | -8.3% | +3.8% | +2.6% |
| 3M | +2.7% | +6.0% | -3.3% | -2.7% |
| 6M | +16.9% | 0.0% | +16.9% | +15.8% |
| YTD | +15.4% | +10.2% | +5.1% | +4.9% |
| 1Y | +16.1% | +3.2% | +12.9% | +11.2% |
| 3Y | +85.7% | +21.0% | +64.7% | +56.4% |
| 5Y | +33.3% | +37.9% | -4.7% | -0.8% |
| 10Y | +123.3% | +193.2% | -69.9% | -12.7% |
| All | +151.1% | +810.8% | -659.7% | -63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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