+56.8%
KRE vs NTR
+98.7%
-41.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +2.9% | +1.5% |
| 7D | -1.4% | -2.5% | +1.0% | -0.4% |
| 30D | -3.9% | +17.0% | -20.9% | -10.2% |
| 3M | +3.6% | +22.2% | -18.5% | -5.3% |
| 6M | +15.4% | +5.2% | +10.2% | +10.7% |
| YTD | +15.2% | +29.7% | -14.4% | -0.2% |
| 1Y | +16.5% | +39.4% | -22.9% | -3.1% |
| 3Y | +85.2% | +38.2% | +47.0% | +50.3% |
| 5Y | +33.1% | +47.6% | -14.5% | -10.3% |
| All | +56.8% | +98.7% | -41.8% | -24.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling