+151.1%
KRE vs KNX
+372.6%
-221.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.7% | +0.9% |
| 7D | -1.8% | -5.6% | +3.8% | +1.0% |
| 30D | -4.5% | -4.4% | -0.1% | -2.6% |
| 3M | +2.7% | -17.3% | +20.1% | +12.0% |
| 6M | +16.9% | +22.6% | -5.8% | +3.1% |
| YTD | +15.4% | +31.1% | -15.8% | -2.3% |
| 1Y | +16.1% | +60.2% | -44.1% | -12.5% |
| 3Y | +85.7% | +35.8% | +50.0% | +48.1% |
| 5Y | +33.3% | +38.9% | -5.6% | +2.6% |
| 10Y | +123.3% | +166.5% | -43.1% | +7.5% |
| All | +151.1% | +372.6% | -221.5% | -31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 KNX 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