+165.0%
KRE vs JD
+48.3%
+116.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.3% | +0.3% |
| 7D | +1.3% | -1.7% | +3.0% | +1.5% |
| 30D | -2.7% | -13.2% | +10.5% | -0.8% |
| 3M | +8.2% | -3.2% | +11.4% | +8.5% |
| 6M | +12.8% | +15.2% | -2.4% | +9.9% |
| YTD | +17.5% | +2.0% | +15.5% | +16.5% |
| 1Y | +16.6% | -5.4% | +22.0% | +16.6% |
| 3Y | +79.5% | -9.1% | +88.6% | +74.7% |
| 5Y | +32.4% | -59.6% | +92.0% | +38.9% |
| 10Y | +124.1% | +26.2% | +97.9% | +79.0% |
| All | +165.0% | +48.3% | +116.7% | +105.5% |
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