+150.8%
KRE vs NRG
+529.9%
-379.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.2% | +3.7% | +1.5% |
| 7D | -1.4% | -0.2% | -1.2% | -1.5% |
| 30D | -3.9% | -6.8% | +2.9% | -2.2% |
| 3M | +3.6% | -7.1% | +10.8% | +4.2% |
| 6M | +15.4% | -27.6% | +42.9% | +23.9% |
| YTD | +15.2% | -29.2% | +44.4% | +23.8% |
| 1Y | +16.5% | -29.9% | +46.3% | +24.4% |
| 3Y | +85.2% | +198.7% | -113.5% | +15.2% |
| 5Y | +33.1% | +192.9% | -159.8% | -18.3% |
| 10Y | +123.1% | +1,084.1% | -961.1% | -17.0% |
| All | +150.8% | +529.9% | -379.0% | +2.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling