+83.8%
KRE vs JCI
+291.9%
-208.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +1.7% |
| 7D | +0.7% | +3.2% | -2.4% | -1.3% |
| 30D | +6.1% | -8.6% | +14.7% | +10.6% |
| 3M | -5.9% | -7.7% | +1.8% | -3.0% |
| 6M | +9.6% | -2.6% | +12.2% | +7.5% |
| YTD | +14.2% | +17.4% | -3.2% | -2.3% |
| 1Y | +22.5% | +16.9% | +5.6% | +4.9% |
| 3Y | +90.4% | +186.7% | -96.4% | -16.2% |
| 5Y | +11.9% | +95.4% | -83.5% | -36.5% |
| All | +83.8% | +291.9% | -208.0% | -44.6% |
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