+21.5%
KRE vs U
+17.1%
+4.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | -0.1% |
| 7D | -1.6% | +16.9% | -18.5% | -2.1% |
| 30D | +4.9% | +6.4% | -1.5% | +4.6% |
| 3M | -4.5% | +13.2% | -17.7% | -5.0% |
| 6M | +7.7% | +84.8% | -77.1% | +4.6% |
| YTD | +14.5% | +12.4% | +2.1% | +13.0% |
| 1Y | +21.5% | +19.8% | +1.8% | +19.1% |
| All | +21.5% | +17.1% | +4.4% | +19.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling