+26.9%
KRE vs NXT
+10.5%
+16.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +11.1% | -9.4% | +1.1% |
| 7D | +2.8% | +30.0% | -27.2% | +1.3% |
| 30D | +5.3% | +28.6% | -23.3% | +3.8% |
| 3M | -4.2% | +8.4% | -12.6% | -4.8% |
| 6M | +8.7% | -8.7% | +17.4% | +8.3% |
| YTD | +16.4% | +22.5% | -6.1% | +12.1% |
| 1Y | +26.9% | +6.9% | +20.0% | +24.1% |
| All | +26.9% | +10.5% | +16.4% | +24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 1y: compounded portfolio wealth divided by compounded NXT 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…
1y analysis · Full analysis span regression · 6 months rolling