+30.9%
KRE vs O
+12.6%
+18.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.4% |
| 7D | -1.1% | -2.3% | +1.2% | +0.1% |
| 30D | -3.4% | -2.4% | -0.9% | -2.2% |
| 3M | +3.7% | -0.6% | +4.3% | +3.8% |
| 6M | +14.8% | -5.0% | +19.8% | +17.6% |
| YTD | +14.7% | +10.4% | +4.3% | +8.0% |
| 1Y | +16.0% | +6.6% | +9.5% | +11.3% |
| 3Y | +84.3% | +28.4% | +55.9% | +54.6% |
| 5Y | +30.9% | +15.3% | +15.6% | +18.2% |
| All | +30.9% | +12.6% | +18.3% | +18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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