+28.3%
KRE vs NXT
+213.5%
-185.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | +0.2% |
| 7D | +0.7% | -9.4% | +10.2% | +1.7% |
| 30D | +6.1% | +15.1% | -9.0% | +4.4% |
| 3M | -5.9% | -9.1% | +3.2% | -5.4% |
| 6M | +9.6% | -30.3% | +39.9% | +12.3% |
| YTD | +14.2% | +9.1% | +5.1% | +10.1% |
| 1Y | +22.5% | +7.9% | +14.6% | +18.1% |
| 3Y | +90.4% | +176.5% | -86.1% | +50.7% |
| All | +28.3% | +213.5% | -185.2% | -3.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling