+90.5%
KRE vs U
+9.8%
+80.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.7% |
| 7D | +1.3% | -3.8% | +5.1% | +1.8% |
| 30D | -2.7% | +17.5% | -20.1% | -5.1% |
| 3M | +8.2% | +38.7% | -30.5% | +2.7% |
| 6M | +12.8% | +104.4% | -91.6% | +0.5% |
| YTD | +17.5% | -5.7% | +23.2% | +16.2% |
| 1Y | +16.6% | +3.7% | +12.9% | +11.9% |
| All | +90.5% | +9.8% | +80.8% | +74.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling