+31.7%
KRE vs NTRS
+93.2%
-61.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -0.9% | -0.6% |
| 7D | -1.8% | +1.4% | -3.2% | -2.7% |
| 30D | -4.5% | -0.7% | -3.8% | -4.1% |
| 3M | +2.7% | +11.3% | -8.6% | -4.9% |
| 6M | +16.9% | +35.5% | -18.7% | -6.5% |
| YTD | +15.4% | +40.6% | -25.2% | -10.4% |
| 1Y | +16.1% | +49.2% | -33.1% | -13.6% |
| 3Y | +85.7% | +167.2% | -81.5% | -10.1% |
| All | +31.7% | +93.2% | -61.5% | -22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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