+155.8%
KRE vs KIM
+74.2%
+81.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | +1.3% | +0.4% | +0.9% | +1.1% |
| 30D | -2.7% | -4.0% | +1.3% | -0.6% |
| 3M | +8.2% | +0.5% | +7.6% | +7.6% |
| 6M | +12.8% | +3.6% | +9.2% | +10.5% |
| YTD | +17.5% | +20.4% | -2.9% | +6.1% |
| 1Y | +16.6% | +9.7% | +6.9% | +10.5% |
| 3Y | +79.5% | +46.0% | +33.5% | +46.4% |
| 5Y | +32.4% | +34.4% | -2.0% | +11.8% |
| 10Y | +124.1% | +29.3% | +94.8% | +73.9% |
| All | +155.8% | +74.2% | +81.6% | +35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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