+85.7%
KRE vs NI
+68.9%
+16.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -1.8% | 0.0% | -1.9% | -1.9% |
| 30D | -4.5% | -1.4% | -3.1% | -3.9% |
| 3M | +2.7% | -10.6% | +13.3% | +7.6% |
| 6M | +16.9% | -9.3% | +26.2% | +21.4% |
| YTD | +15.4% | +1.1% | +14.2% | +13.7% |
| 1Y | +16.1% | +3.4% | +12.7% | +12.7% |
| 3Y | +85.7% | +67.9% | +17.8% | +30.3% |
| All | +85.7% | +68.9% | +16.8% | +30.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling