+11.3%
KRE vs U
-69.6%
+80.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.5% | -5.7% | -0.9% |
| 7D | +0.3% | +36.6% | -36.3% | -4.0% |
| 30D | +4.8% | +13.3% | -8.5% | +2.7% |
| 3M | -5.1% | +26.2% | -31.2% | -8.5% |
| 6M | +3.3% | +88.7% | -85.5% | -6.4% |
| YTD | +13.3% | +16.6% | -3.2% | +7.7% |
| 1Y | +22.9% | +29.0% | -6.1% | +14.7% |
| 3Y | +82.1% | +99.5% | -17.4% | +51.1% |
| All | +11.3% | -69.6% | +80.9% | +3.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling