+121.9%
KRE vs JCI
+348.5%
-226.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -1.3% |
| 7D | -1.8% | +0.7% | -2.6% | -2.3% |
| 30D | -4.5% | -4.4% | -0.1% | -1.9% |
| 3M | +2.7% | +1.7% | +1.1% | +0.7% |
| 6M | +16.9% | +8.8% | +8.1% | +8.2% |
| YTD | +15.4% | +22.6% | -7.3% | -2.0% |
| 1Y | +16.1% | +36.2% | -20.1% | -8.8% |
| 3Y | +85.7% | +168.0% | -82.3% | -11.5% |
| 5Y | +33.3% | +113.5% | -80.2% | -27.4% |
| All | +121.9% | +348.5% | -226.6% | -34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI 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 JCI 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