+16.5%
KRE vs JD
-17.4%
+33.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -1.4% | -2.6% | +1.2% | -1.3% |
| 30D | -3.9% | -15.4% | +11.4% | -3.0% |
| 3M | +3.6% | -5.0% | +8.7% | +3.8% |
| 6M | +15.4% | +0.9% | +14.5% | +13.9% |
| YTD | +15.2% | -2.5% | +17.7% | +14.7% |
| 1Y | +16.5% | -16.0% | +32.5% | +19.0% |
| All | +16.5% | -17.4% | +33.8% | +19.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling