+121.9%
KRE vs OMC
+34.2%
+87.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.4% |
| 7D | -1.8% | -4.4% | +2.5% | +0.7% |
| 30D | -4.5% | -7.6% | +3.1% | -0.4% |
| 3M | +2.7% | +4.5% | -1.8% | -1.3% |
| 6M | +16.9% | -0.3% | +17.1% | +14.9% |
| YTD | +15.4% | -0.1% | +15.5% | +10.8% |
| 1Y | +16.1% | +4.6% | +11.4% | +7.1% |
| 3Y | +85.7% | +10.5% | +75.3% | +60.8% |
| 5Y | +33.3% | +31.7% | +1.5% | -3.3% |
| All | +121.9% | +34.2% | +87.7% | +45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 10y: compounded portfolio wealth divided by compounded OMC 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…
10y analysis · Full analysis span regression · 6 months rolling