+130.2%
KRE vs U
-43.3%
+173.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | -1.1% | +4.4% | -5.4% | -1.5% |
| 30D | -3.4% | -1.3% | -2.1% | -3.3% |
| 3M | +3.7% | +49.6% | -45.9% | -1.1% |
| 6M | +14.8% | +100.2% | -85.4% | +5.4% |
| YTD | +14.7% | -3.7% | +18.3% | +12.8% |
| 1Y | +16.0% | -6.5% | +22.5% | +13.7% |
| 3Y | +84.3% | +12.9% | +71.4% | +68.9% |
| 5Y | +30.9% | -68.3% | +99.2% | +17.0% |
| All | +130.2% | -43.3% | +173.5% | +118.5% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 10y: compounded portfolio wealth divided by compounded U 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…
10y analysis · Full analysis span regression · 6 months rolling