+33.0%
KRE vs M
+24.8%
+8.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.6% | +1.3% | -0.6% |
| 7D | +2.3% | +2.4% | 0.0% | +1.7% |
| 30D | -2.5% | -11.6% | +9.1% | +0.6% |
| 3M | +6.2% | +1.6% | +4.6% | +5.3% |
| 6M | +15.8% | +25.2% | -9.4% | +8.2% |
| YTD | +16.0% | +3.8% | +12.2% | +13.5% |
| 1Y | +16.2% | +36.3% | -20.2% | +5.3% |
| 3Y | +86.4% | +116.3% | -29.9% | +39.5% |
| 5Y | +33.0% | +28.2% | +4.8% | +9.5% |
| All | +33.0% | +24.8% | +8.1% | +9.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling