+155.8%
KRE vs JCI
+427.9%
-272.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | -0.5% |
| 7D | +1.3% | +3.8% | -2.5% | -0.8% |
| 30D | -2.7% | -5.7% | +3.0% | +0.4% |
| 3M | +8.2% | -1.4% | +9.6% | +7.9% |
| 6M | +12.8% | +4.1% | +8.7% | +8.2% |
| YTD | +17.5% | +21.7% | -4.2% | +2.5% |
| 1Y | +16.6% | +36.1% | -19.6% | -5.1% |
| 3Y | +79.5% | +154.4% | -75.0% | -0.5% |
| 5Y | +32.4% | +112.0% | -79.6% | -20.1% |
| 10Y | +124.1% | +322.2% | -198.1% | -9.9% |
| All | +155.8% | +427.9% | -272.1% | -50.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling