+160.1%
KRE vs JD
+48.9%
+111.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.5% | +4.2% | +2.1% |
| 7D | -0.4% | +7.9% | -8.3% | -1.5% |
| 30D | +6.4% | +4.8% | +1.7% | +5.7% |
| 3M | -3.1% | -13.9% | +10.8% | -1.2% |
| 6M | +6.4% | -5.8% | +12.2% | +6.8% |
| YTD | +15.3% | +2.4% | +12.9% | +14.1% |
| 1Y | +23.3% | -7.5% | +30.8% | +23.8% |
| 3Y | +93.6% | +20.9% | +72.7% | +80.4% |
| 5Y | +13.2% | -58.0% | +71.3% | +18.1% |
| 10Y | +103.1% | +28.9% | +74.2% | +61.6% |
| All | +160.1% | +48.9% | +111.2% | +101.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling