+122.0%
KRE vs JD
+14.7%
+107.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -0.8% |
| 7D | -1.1% | -3.0% | +1.9% | -0.6% |
| 30D | -3.4% | -19.3% | +15.9% | -0.5% |
| 3M | +3.7% | -6.0% | +9.7% | +4.4% |
| 6M | +14.8% | +1.8% | +13.0% | +13.9% |
| YTD | +14.7% | -2.6% | +17.2% | +14.4% |
| 1Y | +16.0% | -17.4% | +33.5% | +18.3% |
| 3Y | +84.3% | -8.6% | +92.9% | +79.1% |
| 5Y | +30.9% | -61.6% | +92.5% | +38.5% |
| 10Y | +122.0% | +16.9% | +105.1% | +82.0% |
| All | +122.0% | +14.7% | +107.2% | +82.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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