+16.1%
KRE vs NI
+4.4%
+11.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -1.8% | 0.0% | -1.9% | -1.8% |
| 30D | -4.5% | -1.4% | -3.1% | -4.2% |
| 3M | +2.7% | -10.6% | +13.3% | +5.4% |
| 6M | +16.9% | -9.3% | +26.2% | +19.5% |
| YTD | +15.4% | +1.1% | +14.2% | +15.4% |
| 1Y | +16.1% | +3.4% | +12.7% | +15.2% |
| All | +16.1% | +4.4% | +11.7% | +15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 1y: compounded portfolio wealth divided by compounded NI 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…
1y analysis · Full analysis span regression · 6 months rolling