+16.0%
KRE vs S
+5.0%
+11.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.2% | -1.2% |
| 7D | -1.1% | -1.2% | +0.2% | -1.0% |
| 30D | -3.4% | -12.6% | +9.2% | -2.4% |
| 3M | +3.7% | +27.6% | -23.9% | +1.4% |
| 6M | +14.8% | +35.5% | -20.7% | +11.0% |
| YTD | +14.7% | +29.6% | -14.9% | +11.1% |
| 1Y | +16.0% | +8.1% | +7.9% | +16.0% |
| All | +16.0% | +5.0% | +11.0% | +16.0% |
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