+89.3%
KRE vs KMB
+38.7%
+50.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +0.2% |
| 7D | -1.6% | +0.1% | -1.7% | -1.6% |
| 30D | +4.9% | +10.2% | -5.3% | +2.5% |
| 3M | -4.5% | +1.5% | -6.0% | -5.0% |
| 6M | +7.7% | +16.6% | -9.0% | +3.5% |
| YTD | +14.5% | +12.1% | +2.5% | +10.8% |
| 1Y | +21.5% | +11.1% | +10.5% | +17.8% |
| 3Y | +91.2% | +1.9% | +89.3% | +85.0% |
| 5Y | +11.8% | -1.3% | +13.0% | +8.1% |
| 10Y | +89.3% | +37.8% | +51.6% | +80.3% |
| All | +89.3% | +38.7% | +50.6% | +80.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB 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 10y: compounded portfolio wealth divided by compounded KMB 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…
10y analysis · Full analysis span regression · 6 months rolling