+28.8%
KRE vs OSCR
-9.0%
+37.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | +0.1% |
| 7D | -1.8% | +1.6% | -3.4% | -1.9% |
| 30D | -4.5% | +10.7% | -15.2% | -5.2% |
| 3M | +2.7% | +13.4% | -10.6% | +1.5% |
| 6M | +16.9% | +144.6% | -127.7% | +8.8% |
| YTD | +15.4% | +128.0% | -112.7% | +7.7% |
| 1Y | +16.1% | +68.7% | -52.6% | +10.0% |
| 3Y | +85.7% | +398.8% | -313.1% | +52.8% |
| 5Y | +33.3% | +87.3% | -54.0% | +7.4% |
| All | +28.8% | -9.0% | +37.7% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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