+20.7%
KRE vs S
+29.4%
-8.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.3% | +5.7% | -0.3% |
| 7D | +0.3% | +4.1% | -3.8% | +0.1% |
| 30D | +5.0% | -7.2% | +12.2% | +5.3% |
| 3M | -5.7% | 0.0% | -5.7% | -6.0% |
| 6M | +7.5% | +41.6% | -34.1% | +4.9% |
| YTD | +13.8% | +48.6% | -34.8% | +9.9% |
| 1Y | +20.7% | +30.0% | -9.4% | +19.1% |
| All | +20.7% | +29.4% | -8.8% | +19.1% |
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