+85.7%
KRE vs NRG
+203.5%
-117.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.1% |
| 7D | -1.8% | -4.7% | +2.9% | -1.1% |
| 30D | -4.5% | -6.0% | +1.5% | -3.7% |
| 3M | +2.7% | -8.0% | +10.7% | +3.1% |
| 6M | +16.9% | -23.2% | +40.0% | +20.3% |
| YTD | +15.4% | -28.1% | +43.4% | +19.7% |
| 1Y | +16.1% | -27.3% | +43.3% | +19.6% |
| 3Y | +85.7% | +208.7% | -122.9% | +18.5% |
| All | +85.7% | +203.5% | -117.8% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 NRG 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