+33.1%
KRE vs JCI
+105.2%
-72.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +1.9% | +1.2% |
| 7D | -1.4% | +0.4% | -1.8% | -1.6% |
| 30D | -3.9% | -7.7% | +3.8% | -0.1% |
| 3M | +3.6% | +2.8% | +0.9% | +1.4% |
| 6M | +15.4% | +7.2% | +8.1% | +9.3% |
| YTD | +15.2% | +20.0% | -4.7% | +2.1% |
| 1Y | +16.5% | +33.3% | -16.8% | -3.3% |
| 3Y | +85.2% | +161.3% | -76.2% | +2.1% |
| 5Y | +33.1% | +108.8% | -75.7% | -20.2% |
| All | +33.1% | +105.2% | -72.1% | -20.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling