+155.8%
KRE vs KMB
+270.7%
-114.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +1.4% |
| 7D | +1.3% | -3.0% | +4.3% | +2.9% |
| 30D | -2.7% | -5.5% | +2.8% | +0.1% |
| 3M | +8.2% | +14.0% | -5.8% | +0.3% |
| 6M | +12.8% | +4.1% | +8.7% | +9.5% |
| YTD | +17.5% | +8.0% | +9.5% | +11.2% |
| 1Y | +16.6% | -13.7% | +30.3% | +23.3% |
| 3Y | +79.5% | -5.9% | +85.4% | +74.3% |
| 5Y | +32.4% | -8.6% | +41.0% | +28.0% |
| 10Y | +124.1% | +17.3% | +106.9% | +64.1% |
| All | +155.8% | +270.7% | -114.9% | -46.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling