+130.4%
KRE vs U
-32.9%
+163.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.3% |
| 7D | +0.3% | +24.4% | -24.1% | -2.2% |
| 30D | +5.9% | +7.4% | -1.5% | +4.8% |
| 3M | -3.3% | +16.8% | -20.1% | -5.3% |
| 6M | +5.8% | +78.8% | -72.9% | -1.5% |
| YTD | +14.7% | +14.0% | +0.8% | +10.4% |
| 1Y | +22.0% | +16.7% | +5.3% | +16.8% |
| 3Y | +91.6% | +86.4% | +5.2% | +67.1% |
| 5Y | +13.0% | -71.5% | +84.4% | -3.1% |
| All | +130.4% | -32.9% | +163.3% | +113.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling