+149.3%
KRE vs O
+700.5%
-551.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.2% | -0.2% |
| 7D | -1.6% | +0.6% | -2.2% | -1.9% |
| 30D | +4.9% | +9.4% | -4.5% | -0.7% |
| 3M | -4.5% | -2.4% | -2.1% | -3.2% |
| 6M | +7.7% | -1.9% | +9.5% | +8.6% |
| YTD | +14.5% | +10.5% | +4.1% | +7.1% |
| 1Y | +21.5% | +10.0% | +11.6% | +13.9% |
| 3Y | +91.2% | +40.5% | +50.8% | +52.1% |
| 5Y | +11.8% | +10.2% | +1.5% | +2.2% |
| 10Y | +89.3% | +82.5% | +6.9% | +17.0% |
| All | +149.3% | +700.5% | -551.2% | -50.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling