+30.9%
KRE vs TECH
-42.1%
+73.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.1% |
| 7D | -1.1% | -0.1% | -1.0% | -1.0% |
| 30D | -3.4% | +0.3% | -3.7% | -3.5% |
| 3M | +3.7% | +32.9% | -29.2% | -4.9% |
| 6M | +14.8% | +32.1% | -17.3% | +3.8% |
| YTD | +14.7% | +23.4% | -8.7% | +5.6% |
| 1Y | +16.0% | +34.1% | -18.0% | +3.0% |
| 3Y | +84.3% | +2.2% | +82.1% | +72.5% |
| 5Y | +30.9% | -41.8% | +72.7% | +32.5% |
| All | +30.9% | -42.1% | +73.0% | +32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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