+33.1%
KRE vs UL
+18.7%
+14.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.8% |
| 7D | -1.4% | -4.1% | +2.6% | -0.5% |
| 30D | -3.9% | -1.2% | -2.7% | -3.7% |
| 3M | +3.6% | +6.0% | -2.4% | +2.1% |
| 6M | +15.4% | -5.5% | +20.9% | +16.4% |
| YTD | +15.2% | -3.3% | +18.5% | +15.3% |
| 1Y | +16.5% | -9.8% | +26.2% | +18.4% |
| 3Y | +85.2% | +20.1% | +65.0% | +69.3% |
| 5Y | +33.1% | +19.2% | +13.9% | +18.2% |
| All | +33.1% | +18.7% | +14.4% | +18.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling