+148.6%
KRE vs IVZ
+235.5%
-86.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.1% | -1.0% |
| 7D | +0.7% | +7.6% | -6.9% | -3.4% |
| 30D | +6.1% | +4.3% | +1.8% | +3.1% |
| 3M | -5.9% | -9.3% | +3.4% | -1.4% |
| 6M | +9.6% | +5.2% | +4.3% | +4.3% |
| YTD | +14.2% | +13.4% | +0.7% | +2.9% |
| 1Y | +22.5% | +25.4% | -2.9% | +4.0% |
| 3Y | +90.4% | +152.5% | -62.1% | +5.1% |
| 5Y | +11.9% | +36.7% | -24.8% | -15.3% |
| 10Y | +88.8% | +45.0% | +43.8% | +23.9% |
| All | +148.6% | +235.5% | -86.9% | -9.9% |
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