+33.1%
KRE vs NSC
+44.4%
-11.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -1.4% | -1.4% | 0.0% | -0.6% |
| 30D | -3.9% | -3.4% | -0.5% | -2.1% |
| 3M | +3.6% | +5.1% | -1.4% | +0.2% |
| 6M | +15.4% | +9.2% | +6.2% | +8.4% |
| YTD | +15.2% | +13.4% | +1.8% | +5.7% |
| 1Y | +16.5% | +20.8% | -4.3% | +2.7% |
| 3Y | +85.2% | +76.1% | +9.1% | +27.6% |
| 5Y | +33.1% | +45.3% | -12.2% | -0.2% |
| All | +33.1% | +44.4% | -11.3% | -0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 5y: compounded portfolio wealth divided by compounded NSC 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…
5y analysis · Full analysis span regression · 6 months rolling