+123.0%
KRE vs RF
+334.9%
-211.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -0.3% |
| 7D | +2.3% | +2.7% | -0.3% | +0.2% |
| 30D | -2.5% | -3.4% | +0.9% | +0.2% |
| 3M | +6.2% | +6.4% | -0.1% | +0.9% |
| 6M | +15.8% | +13.4% | +2.4% | +4.2% |
| YTD | +16.0% | +14.2% | +1.8% | +3.6% |
| 1Y | +16.2% | +15.7% | +0.5% | +2.7% |
| 3Y | +86.4% | +91.3% | -4.9% | +9.4% |
| 5Y | +33.0% | +89.8% | -56.8% | -22.5% |
| 10Y | +123.0% | +336.7% | -213.7% | -34.7% |
| All | +123.0% | +334.9% | -211.9% | -34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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