+121.9%
KRE vs NUE
+599.8%
-477.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.4% | -0.7% |
| 7D | -1.8% | -0.6% | -1.2% | -1.5% |
| 30D | -4.5% | -4.6% | +0.1% | -2.4% |
| 3M | +2.7% | -0.3% | +3.1% | +2.0% |
| 6M | +16.9% | +51.9% | -35.0% | -7.3% |
| YTD | +15.4% | +60.0% | -44.6% | -11.2% |
| 1Y | +16.1% | +82.9% | -66.8% | -17.3% |
| 3Y | +85.7% | +66.0% | +19.7% | +34.0% |
| 5Y | +33.3% | +149.0% | -115.7% | -31.1% |
| All | +121.9% | +599.8% | -477.9% | -47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NUE.
Daily Out/Under-Performance
Portfolio return minus NUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NUE 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 10y: compounded portfolio wealth divided by compounded NUE 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…
10y analysis · Full analysis span regression · 6 months rolling