+149.6%
KRE vs IYR
+199.2%
-49.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | 0.0% | -0.3% |
| 7D | -1.1% | -0.9% | -0.2% | -0.3% |
| 30D | -3.4% | -2.4% | -1.0% | -1.6% |
| 3M | +3.7% | -2.0% | +5.7% | +5.3% |
| 6M | +14.8% | +2.5% | +12.3% | +12.3% |
| YTD | +14.7% | +8.3% | +6.3% | +7.2% |
| 1Y | +16.0% | +6.5% | +9.6% | +10.0% |
| 3Y | +84.3% | +29.3% | +54.9% | +49.5% |
| 5Y | +30.9% | +5.7% | +25.2% | +24.1% |
| 10Y | +122.0% | +69.2% | +52.7% | +45.1% |
| All | +149.6% | +199.2% | -49.7% | -1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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