+16.1%
KRE vs NOC
-9.0%
+25.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -1.8% | +0.8% | -2.6% | -1.9% |
| 30D | -4.5% | -9.7% | +5.2% | -3.5% |
| 3M | +2.7% | -5.6% | +8.4% | +3.5% |
| 6M | +16.9% | -28.6% | +45.4% | +21.3% |
| YTD | +15.4% | -7.9% | +23.2% | +13.0% |
| 1Y | +16.1% | -9.5% | +25.6% | +19.9% |
| All | +16.1% | -9.0% | +25.0% | +19.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling