+33.1%
KRE vs NWSA
+39.0%
-5.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.9% |
| 7D | -1.4% | -4.8% | +3.3% | +1.1% |
| 30D | -3.9% | +3.0% | -6.9% | -5.5% |
| 3M | +3.6% | +9.3% | -5.7% | -1.9% |
| 6M | +15.4% | +23.2% | -7.8% | +1.7% |
| YTD | +15.2% | +13.3% | +1.9% | +5.7% |
| 1Y | +16.5% | +2.9% | +13.6% | +12.7% |
| 3Y | +85.2% | +43.3% | +41.8% | +47.5% |
| 5Y | +33.1% | +40.9% | -7.8% | +4.6% |
| All | +33.1% | +39.0% | -5.9% | +4.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling