+121.9%
KRE vs NWSA
+149.4%
-27.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | -1.8% | -2.8% | +1.0% | -0.2% |
| 30D | -4.5% | +3.0% | -7.5% | -6.2% |
| 3M | +2.7% | +12.3% | -9.6% | -4.6% |
| 6M | +16.9% | +21.9% | -5.0% | +2.9% |
| YTD | +15.4% | +13.6% | +1.8% | +5.0% |
| 1Y | +16.1% | +0.5% | +15.6% | +13.3% |
| 3Y | +85.7% | +43.8% | +42.0% | +45.9% |
| 5Y | +33.3% | +41.2% | -7.9% | +2.7% |
| All | +121.9% | +149.4% | -27.4% | +9.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling