+31.7%
KRE vs JBL
+409.3%
-377.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.0% | -4.9% | -1.4% |
| 7D | -1.8% | +2.4% | -4.2% | -2.6% |
| 30D | -4.5% | -13.1% | +8.6% | -0.6% |
| 3M | +2.7% | -15.6% | +18.3% | +7.1% |
| 6M | +16.9% | +24.6% | -7.7% | +5.8% |
| YTD | +15.4% | +39.6% | -24.2% | -0.1% |
| 1Y | +16.1% | +48.6% | -32.5% | -2.7% |
| 3Y | +85.7% | +197.3% | -111.5% | +12.1% |
| All | +31.7% | +409.3% | -377.7% | -41.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling