+137.0%
KRE vs P
+485.4%
-348.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.3% |
| 7D | +1.3% | +6.5% | -5.2% | +0.1% |
| 30D | -2.7% | +18.8% | -21.5% | -6.3% |
| 3M | +8.2% | +26.7% | -18.6% | +2.0% |
| 6M | +12.8% | +62.2% | -49.4% | 0.0% |
| YTD | +17.5% | +48.5% | -31.0% | +5.2% |
| 1Y | +16.6% | +26.4% | -9.8% | +5.7% |
| 3Y | +79.5% | +159.4% | -79.9% | +29.6% |
| 5Y | +32.4% | +275.8% | -243.4% | -14.9% |
| 10Y | +124.1% | +732.0% | -607.9% | +15.1% |
| All | +137.0% | +485.4% | -348.4% | +21.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling