+135.9%
KRE vs U
-44.5%
+180.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.6% |
| 7D | +1.3% | -3.8% | +5.1% | +1.7% |
| 30D | -2.7% | +17.5% | -20.1% | -4.5% |
| 3M | +8.2% | +38.7% | -30.5% | +4.0% |
| 6M | +12.8% | +104.4% | -91.6% | +3.4% |
| YTD | +17.5% | -5.7% | +23.2% | +15.8% |
| 1Y | +16.6% | +3.7% | +12.9% | +12.8% |
| 3Y | +79.5% | +12.3% | +67.1% | +64.7% |
| 5Y | +32.4% | -68.8% | +101.2% | +18.7% |
| All | +135.9% | -44.5% | +180.4% | +124.5% |
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