+84.6%
KRE vs M
+106.8%
-22.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.2% | +3.0% | -0.2% |
| 7D | -1.1% | -4.1% | +3.0% | -0.1% |
| 30D | -3.4% | -13.6% | +10.2% | 0.0% |
| 3M | +3.7% | -2.3% | +6.0% | +3.8% |
| 6M | +14.8% | +21.9% | -7.1% | +8.5% |
| YTD | +14.7% | -0.6% | +15.2% | +13.5% |
| 1Y | +16.0% | +29.7% | -13.7% | +7.2% |
| All | +84.6% | +106.8% | -22.2% | +27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling