+149.6%
KRE vs NUE
+807.0%
-657.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.7% | -1.4% |
| 7D | -1.1% | -2.3% | +1.2% | 0.0% |
| 30D | -3.4% | -6.1% | +2.7% | -0.7% |
| 3M | +3.7% | +1.7% | +2.0% | +2.0% |
| 6M | +14.8% | +53.1% | -38.3% | -7.8% |
| YTD | +14.7% | +59.0% | -44.4% | -9.8% |
| 1Y | +16.0% | +85.3% | -69.3% | -15.8% |
| 3Y | +84.3% | +63.2% | +21.0% | +37.7% |
| 5Y | +30.9% | +146.8% | -115.9% | -26.0% |
| 10Y | +122.0% | +584.3% | -462.3% | -27.5% |
| All | +149.6% | +807.0% | -657.4% | -39.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling