+152.5%
KRE vs NSC
+914.2%
-761.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.0% |
| 7D | +2.3% | -1.5% | +3.8% | +3.3% |
| 30D | -2.5% | -1.9% | -0.6% | -1.4% |
| 3M | +6.2% | +6.2% | 0.0% | +1.7% |
| 6M | +15.8% | +9.2% | +6.6% | +8.2% |
| YTD | +16.0% | +15.0% | +1.0% | +4.6% |
| 1Y | +16.2% | +21.1% | -4.9% | +1.3% |
| 3Y | +86.4% | +78.6% | +7.8% | +23.2% |
| 5Y | +33.0% | +45.9% | -12.9% | -1.5% |
| 10Y | +123.0% | +326.9% | -203.9% | -18.6% |
| All | +152.5% | +914.2% | -761.7% | -51.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling