+89.3%
KRE vs M
-5.1%
+94.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.1% |
| 7D | -1.6% | -3.3% | +1.7% | -0.8% |
| 30D | +4.9% | +8.1% | -3.2% | +2.2% |
| 3M | -4.5% | +2.2% | -6.7% | -5.7% |
| 6M | +7.7% | +35.1% | -27.5% | -2.8% |
| YTD | +14.5% | +15.8% | -1.3% | +7.6% |
| 1Y | +21.5% | +25.8% | -4.3% | +11.2% |
| 3Y | +91.2% | +156.2% | -65.0% | +32.0% |
| 5Y | +11.8% | -2.4% | +14.1% | -3.6% |
| 10Y | +89.3% | -7.1% | +96.5% | +14.7% |
| All | +89.3% | -5.1% | +94.5% | +14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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