+121.9%
KRE vs KMX
+11.6%
+110.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.4% |
| 7D | -1.8% | -3.1% | +1.3% | -0.7% |
| 30D | -4.5% | +4.4% | -8.9% | -6.2% |
| 3M | +2.7% | +18.9% | -16.2% | -5.0% |
| 6M | +16.9% | +44.3% | -27.4% | -1.5% |
| YTD | +15.4% | +58.7% | -43.3% | -7.4% |
| 1Y | +16.1% | +0.1% | +16.0% | +9.4% |
| 3Y | +85.7% | -24.4% | +110.1% | +91.7% |
| 5Y | +33.3% | -54.4% | +87.7% | +61.0% |
| All | +121.9% | +11.6% | +110.3% | +69.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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