+84.6%
KRE vs NOC
+28.0%
+56.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.1% |
| 7D | -1.1% | -1.6% | +0.5% | -1.0% |
| 30D | -3.4% | -10.4% | +7.0% | -2.6% |
| 3M | +3.7% | -5.6% | +9.3% | +4.1% |
| 6M | +14.8% | -30.4% | +45.2% | +17.6% |
| YTD | +14.7% | -8.5% | +23.1% | +15.0% |
| 1Y | +16.0% | -8.3% | +24.3% | +16.5% |
| All | +84.6% | +28.0% | +56.6% | +79.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling