+121.9%
KRE vs NOC
+192.5%
-70.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -1.8% | +0.8% | -2.6% | -2.1% |
| 30D | -4.5% | -9.7% | +5.2% | -1.2% |
| 3M | +2.7% | -5.6% | +8.4% | +4.3% |
| 6M | +16.9% | -28.6% | +45.4% | +30.6% |
| YTD | +15.4% | -7.9% | +23.2% | +16.8% |
| 1Y | +16.1% | -9.5% | +25.6% | +18.1% |
| 3Y | +85.7% | +28.4% | +57.4% | +59.0% |
| 5Y | +33.3% | +59.0% | -25.7% | -2.3% |
| All | +121.9% | +192.5% | -70.6% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 10y: compounded portfolio wealth divided by compounded NOC 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…
10y analysis · Full analysis span regression · 6 months rolling