+22.0%
KRE vs P
+9.7%
+12.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.5% |
| 7D | +0.3% | -13.3% | +13.6% | +0.4% |
| 30D | +5.9% | -34.0% | +39.9% | +6.3% |
| 3M | -3.3% | +4.1% | -7.4% | -3.6% |
| 6M | +5.8% | +30.5% | -24.6% | +5.2% |
| YTD | +14.7% | +52.2% | -37.4% | +13.5% |
| 1Y | +22.0% | +10.3% | +11.7% | +19.6% |
| All | +22.0% | +9.7% | +12.3% | +19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 1y: compounded portfolio wealth divided by compounded P 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…
1y analysis · Full analysis span regression · 6 months rolling