+85.7%
KRE vs NTR
+36.8%
+49.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -1.8% | -1.3% | -0.5% | -1.6% |
| 30D | -4.5% | +16.8% | -21.3% | -7.1% |
| 3M | +2.7% | +20.7% | -18.0% | -0.8% |
| 6M | +16.9% | +0.5% | +16.3% | +16.5% |
| YTD | +15.4% | +29.2% | -13.8% | +7.0% |
| 1Y | +16.1% | +39.6% | -23.5% | +4.9% |
| 3Y | +85.7% | +37.9% | +47.8% | +68.0% |
| All | +85.7% | +36.8% | +49.0% | +68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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