+19.7%
KRE vs KRMN
+17.4%
+2.3%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -11.3% | +10.1% | -0.1% |
| 7D | -1.1% | -12.9% | +11.8% | +0.1% |
| 30D | -3.4% | -43.3% | +39.9% | +1.6% |
| 3M | +3.7% | -27.2% | +30.9% | +6.1% |
| 6M | +14.8% | -66.8% | +81.6% | +26.5% |
| YTD | +14.7% | -51.9% | +66.5% | +18.8% |
| 1Y | +16.0% | -43.7% | +59.7% | +16.0% |
| All | +19.7% | +17.4% | +2.3% | -3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KRMN.
Daily Out/Under-Performance
Portfolio return minus KRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRMN 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 KRMN 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