+33.0%
KRE vs JD
-61.6%
+94.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -1.0% |
| 7D | +2.3% | -0.8% | +3.1% | +2.4% |
| 30D | -2.5% | -16.0% | +13.6% | -0.4% |
| 3M | +6.2% | -3.2% | +9.4% | +6.5% |
| 6M | +15.8% | +6.1% | +9.8% | +14.4% |
| YTD | +16.0% | -0.1% | +16.1% | +15.4% |
| 1Y | +16.2% | -12.7% | +28.9% | +17.4% |
| 3Y | +86.4% | -6.3% | +92.7% | +80.9% |
| 5Y | +33.0% | -61.3% | +94.3% | +41.1% |
| All | +33.0% | -61.6% | +94.6% | +41.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling