+152.5%
KRE vs KMX
+249.1%
-96.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.3% | +3.0% | +0.5% |
| 7D | +2.3% | -0.7% | +3.0% | +2.6% |
| 30D | -2.5% | +4.1% | -6.6% | -4.3% |
| 3M | +6.2% | +27.5% | -21.3% | -5.3% |
| 6M | +15.8% | +43.6% | -27.7% | -3.4% |
| YTD | +16.0% | +56.8% | -40.8% | -7.8% |
| 1Y | +16.2% | -1.3% | +17.5% | +8.7% |
| 3Y | +86.4% | -25.4% | +111.8% | +91.2% |
| 5Y | +33.0% | -53.9% | +86.9% | +56.9% |
| 10Y | +123.0% | +0.7% | +122.3% | +72.6% |
| All | +152.5% | +249.1% | -96.6% | -22.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling