+30.9%
KRE vs S
-71.9%
+102.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.2% | -1.2% |
| 7D | -1.1% | -1.2% | +0.2% | -0.9% |
| 30D | -3.4% | -12.6% | +9.2% | -1.9% |
| 3M | +3.7% | +27.6% | -23.9% | -0.1% |
| 6M | +14.8% | +35.5% | -20.7% | +9.0% |
| YTD | +14.7% | +29.6% | -14.9% | +9.3% |
| 1Y | +16.0% | +8.1% | +7.9% | +13.0% |
| 3Y | +84.3% | +14.8% | +69.5% | +75.6% |
| 5Y | +30.9% | -70.6% | +101.4% | +30.2% |
| All | +30.9% | -71.9% | +102.7% | +30.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling