+158.8%
KRE vs JD
+48.6%
+110.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.2% | -0.5% |
| 7D | +0.3% | +5.2% | -4.9% | -0.5% |
| 30D | +5.9% | +4.5% | +1.4% | +5.2% |
| 3M | -3.3% | -15.4% | +12.1% | -1.2% |
| 6M | +5.8% | -6.0% | +11.9% | +6.3% |
| YTD | +14.7% | +2.2% | +12.6% | +13.6% |
| 1Y | +22.0% | -6.7% | +28.7% | +22.3% |
| 3Y | +91.6% | +20.5% | +71.1% | +78.6% |
| 5Y | +13.0% | -58.4% | +71.4% | +18.0% |
| 10Y | +94.0% | +32.5% | +61.5% | +53.7% |
| All | +158.8% | +48.6% | +110.2% | +100.5% |
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