+129.3%
KRE vs U
-29.6%
+158.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.2% | -4.9% | -0.2% |
| 7D | +0.7% | +2.6% | -1.8% | +0.5% |
| 30D | +6.1% | +27.6% | -21.4% | +3.2% |
| 3M | -5.9% | +15.3% | -21.2% | -7.7% |
| 6M | +9.6% | +96.4% | -86.8% | +0.9% |
| YTD | +14.2% | +19.6% | -5.4% | +9.3% |
| 1Y | +22.5% | +42.1% | -19.6% | +14.7% |
| 3Y | +90.4% | +87.5% | +2.8% | +65.8% |
| 5Y | +11.9% | -73.1% | +85.0% | -5.3% |
| All | +129.3% | -29.6% | +158.9% | +111.8% |
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