+155.8%
KRE vs NOC
+1,299.6%
-1,143.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | +1.8% |
| 7D | +1.3% | -5.2% | +6.5% | +4.1% |
| 30D | -2.7% | -7.2% | +4.5% | +0.9% |
| 3M | +8.2% | -5.1% | +13.3% | +10.2% |
| 6M | +12.8% | -31.1% | +43.9% | +35.2% |
| YTD | +17.5% | -8.6% | +26.1% | +20.1% |
| 1Y | +16.6% | -9.7% | +26.3% | +19.6% |
| 3Y | +79.5% | +24.3% | +55.2% | +46.5% |
| 5Y | +32.4% | +52.6% | -20.2% | -10.3% |
| 10Y | +124.1% | +183.6% | -59.5% | -6.9% |
| All | +155.8% | +1,299.6% | -1,143.8% | -71.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling