+147.8%
KRE vs KIM
+87.9%
+59.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.3% |
| 7D | +0.3% | -0.7% | +1.0% | +0.6% |
| 30D | +5.0% | +13.4% | -8.4% | -1.7% |
| 3M | -5.7% | +6.5% | -12.3% | -8.9% |
| 6M | +7.5% | +10.6% | -3.1% | +1.7% |
| YTD | +13.8% | +29.9% | -16.1% | -1.3% |
| 1Y | +20.7% | +29.6% | -8.9% | +4.8% |
| 3Y | +90.1% | +64.1% | +26.1% | +45.9% |
| 5Y | +11.5% | +35.3% | -23.8% | -6.1% |
| 10Y | +88.2% | +63.1% | +25.1% | +30.1% |
| All | +147.8% | +87.9% | +59.9% | +26.1% |
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