+21.5%
KRE vs KMB
+10.7%
+10.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +3.0% |
| 3M | -4.5% | +1.5% | -6.0% | -4.9% |
| 6M | +7.7% | +16.6% | -9.0% | +5.0% |
| YTD | +14.5% | +12.1% | +2.5% | +10.3% |
| 1Y | +21.5% | +11.1% | +10.5% | +17.4% |
| All | +21.5% | +10.7% | +10.9% | +17.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling