+16.6%
KRE vs UL
-8.6%
+25.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +1.3% | -1.3% | +2.6% | +1.5% |
| 30D | -2.7% | +0.5% | -3.2% | -2.7% |
| 3M | +8.2% | +17.6% | -9.4% | +6.5% |
| 6M | +12.8% | -5.4% | +18.2% | +10.6% |
| YTD | +17.5% | +0.7% | +16.8% | +14.9% |
| 1Y | +16.6% | -9.3% | +25.8% | +18.7% |
| All | +16.6% | -8.6% | +25.2% | +18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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