+149.6%
KRE vs SONY
+223.9%
-74.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.0% |
| 7D | -1.1% | -4.9% | +3.8% | +0.9% |
| 30D | -3.4% | -1.6% | -1.8% | -2.9% |
| 3M | +3.7% | +10.0% | -6.3% | -0.8% |
| 6M | +14.8% | +8.4% | +6.3% | +9.7% |
| YTD | +14.7% | -8.4% | +23.1% | +16.9% |
| 1Y | +16.0% | -18.4% | +34.4% | +23.6% |
| 3Y | +84.3% | +41.0% | +43.3% | +52.9% |
| 5Y | +30.9% | +9.3% | +21.6% | +18.3% |
| 10Y | +122.0% | +281.7% | -159.7% | +13.9% |
| All | +149.6% | +223.9% | -74.3% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 all: compounded portfolio wealth divided by compounded SONY 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…
all analysis · Full analysis span regression · 6 months rolling