+151.1%
KRE vs JHX
+680.3%
-529.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.2% |
| 7D | -1.8% | -6.3% | +4.5% | +0.1% |
| 30D | -4.5% | -7.7% | +3.2% | -2.3% |
| 3M | +2.7% | +19.2% | -16.4% | -3.1% |
| 6M | +16.9% | +38.3% | -21.4% | +4.2% |
| YTD | +15.4% | +37.2% | -21.8% | +2.7% |
| 1Y | +16.1% | +42.3% | -26.2% | +1.5% |
| 3Y | +85.7% | -4.4% | +90.1% | +70.0% |
| 5Y | +33.3% | -26.4% | +59.6% | +28.7% |
| 10Y | +123.3% | +106.3% | +17.1% | +48.8% |
| All | +151.1% | +680.3% | -529.2% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JHX.
Daily Out/Under-Performance
Portfolio return minus JHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JHX 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 JHX 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