+27.6%
KRE vs S
-51.5%
+79.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.3% | +5.7% | +0.1% |
| 7D | +0.3% | +4.1% | -3.8% | -0.2% |
| 30D | +5.0% | -7.2% | +12.2% | +5.7% |
| 3M | -5.7% | 0.0% | -5.7% | -6.4% |
| 6M | +7.5% | +41.6% | -34.1% | +1.8% |
| YTD | +13.8% | +48.6% | -34.8% | +6.5% |
| 1Y | +20.7% | +30.0% | -9.4% | +14.6% |
| 3Y | +90.1% | +42.2% | +48.0% | +77.0% |
| 5Y | +11.5% | -70.8% | +82.3% | +5.5% |
| All | +27.6% | -51.5% | +79.2% | +27.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling