+148.6%
KRE vs NDAQ
+1,363.3%
-1,214.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +0.7% | +1.3% | -0.5% | +0.1% |
| 30D | +6.1% | +18.0% | -11.8% | -3.1% |
| 3M | -5.9% | +11.5% | -17.4% | -11.7% |
| 6M | +9.6% | +21.1% | -11.5% | -2.5% |
| YTD | +14.2% | +12.8% | +1.4% | +4.4% |
| 1Y | +22.5% | +25.7% | -3.2% | +5.4% |
| 3Y | +90.4% | +116.8% | -26.4% | +20.2% |
| 5Y | +11.9% | +67.3% | -55.4% | -19.9% |
| 10Y | +88.8% | +473.3% | -384.5% | -32.5% |
| All | +148.6% | +1,363.3% | -1,214.7% | -52.0% |
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