+152.5%
KRE vs OMC
+219.3%
-66.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | 0.0% |
| 7D | +2.3% | -5.8% | +8.1% | +6.3% |
| 30D | -2.5% | -4.8% | +2.3% | +0.4% |
| 3M | +6.2% | +9.2% | -3.0% | -1.8% |
| 6M | +15.8% | -2.5% | +18.3% | +15.2% |
| YTD | +16.0% | +2.6% | +13.4% | +8.1% |
| 1Y | +16.2% | +5.9% | +10.2% | +4.3% |
| 3Y | +86.4% | +14.2% | +72.2% | +53.3% |
| 5Y | +33.0% | +33.2% | -0.3% | -8.1% |
| 10Y | +123.0% | +33.4% | +89.6% | +45.3% |
| All | +152.5% | +219.3% | -66.7% | -26.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling