+16.6%
KRE vs S
+10.1%
+6.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.5% |
| 7D | +1.3% | -7.7% | +9.0% | +1.9% |
| 30D | -2.7% | -5.3% | +2.7% | -2.4% |
| 3M | +8.2% | +20.3% | -12.1% | +6.3% |
| 6M | +12.8% | +47.4% | -34.6% | +8.0% |
| YTD | +17.5% | +32.5% | -15.0% | +13.6% |
| 1Y | +16.6% | +9.5% | +7.1% | +16.1% |
| All | +16.6% | +10.1% | +6.4% | +16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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