+85.5%
KRE vs JBL
+181.3%
-95.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.8% | +3.2% | +1.1% |
| 7D | -1.4% | -1.0% | -0.4% | -1.2% |
| 30D | -3.9% | -15.1% | +11.2% | -0.6% |
| 3M | +3.6% | -14.0% | +17.7% | +6.4% |
| 6M | +15.4% | +20.6% | -5.2% | +7.9% |
| YTD | +15.2% | +32.9% | -17.7% | +4.8% |
| 1Y | +16.5% | +40.5% | -24.1% | +3.6% |
| All | +85.5% | +181.3% | -95.8% | +36.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling