+208.8%
KRE vs NWSA
+123.2%
+85.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -0.3% |
| 7D | +2.3% | -2.6% | +5.0% | +3.8% |
| 30D | -2.5% | +4.6% | -7.1% | -4.9% |
| 3M | +6.2% | +10.2% | -4.0% | +0.1% |
| 6M | +15.8% | +21.6% | -5.8% | +3.0% |
| YTD | +16.0% | +14.6% | +1.4% | +5.7% |
| 1Y | +16.2% | +0.4% | +15.8% | +13.6% |
| 3Y | +86.4% | +45.0% | +41.4% | +48.6% |
| 5Y | +33.0% | +41.3% | -8.3% | +4.7% |
| 10Y | +123.0% | +142.8% | -19.8% | +21.8% |
| All | +208.8% | +123.2% | +85.6% | +72.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded NWSA 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling