+155.8%
KRE vs NDAQ
+1,202.5%
-1,046.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +1.5% |
| 7D | +1.3% | -2.4% | +3.8% | +2.6% |
| 30D | -2.7% | +2.5% | -5.1% | -4.1% |
| 3M | +8.2% | +9.9% | -1.7% | +2.0% |
| 6M | +12.8% | +9.4% | +3.4% | +5.9% |
| YTD | +17.5% | +0.4% | +17.1% | +14.8% |
| 1Y | +16.6% | +4.0% | +12.6% | +11.3% |
| 3Y | +79.5% | +94.4% | -14.9% | +20.4% |
| 5Y | +32.4% | +56.7% | -24.3% | -1.8% |
| 10Y | +124.1% | +375.3% | -251.2% | -11.1% |
| All | +155.8% | +1,202.5% | -1,046.7% | -47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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