+121.9%
KRE vs JBL
+1,558.3%
-1,436.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.0% | -4.9% | -2.0% |
| 7D | -1.8% | +2.4% | -4.2% | -2.9% |
| 30D | -4.5% | -13.1% | +8.6% | +0.9% |
| 3M | +2.7% | -15.6% | +18.3% | +8.6% |
| 6M | +16.9% | +24.6% | -7.7% | +2.0% |
| YTD | +15.4% | +39.6% | -24.2% | -5.2% |
| 1Y | +16.1% | +48.6% | -32.5% | -8.7% |
| 3Y | +85.7% | +197.3% | -111.5% | -4.1% |
| 5Y | +33.3% | +413.0% | -379.7% | -50.8% |
| All | +121.9% | +1,558.3% | -1,436.4% | -52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 10y: compounded portfolio wealth divided by compounded JBL 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…
10y analysis · Full analysis span regression · 6 months rolling