+155.8%
KRE vs IVZ
+280.7%
-125.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | -0.1% |
| 7D | +1.3% | +0.6% | +0.7% | +0.9% |
| 30D | -2.7% | +4.0% | -6.7% | -4.9% |
| 3M | +8.2% | +18.2% | -10.0% | -2.7% |
| 6M | +12.8% | +32.8% | -20.0% | -5.8% |
| YTD | +17.5% | +28.7% | -11.3% | -0.7% |
| 1Y | +16.6% | +55.4% | -38.8% | -11.8% |
| 3Y | +79.5% | +135.2% | -55.7% | +3.9% |
| 5Y | +32.4% | +64.2% | -31.8% | -9.5% |
| 10Y | +124.1% | +64.6% | +59.5% | +37.9% |
| All | +155.8% | +280.7% | -125.0% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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