+155.8%
KRE vs UL
+433.3%
-277.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | +1.3% | -1.3% | +2.6% | +2.0% |
| 30D | -2.7% | +0.5% | -3.2% | -3.0% |
| 3M | +8.2% | +17.6% | -9.4% | -1.4% |
| 6M | +12.8% | -5.4% | +18.2% | +15.1% |
| YTD | +17.5% | +0.7% | +16.8% | +15.3% |
| 1Y | +16.6% | -9.3% | +25.8% | +20.6% |
| 3Y | +79.5% | +24.5% | +54.9% | +51.1% |
| 5Y | +32.4% | +23.2% | +9.2% | +9.2% |
| 10Y | +124.1% | +64.5% | +59.7% | +44.0% |
| All | +155.8% | +433.3% | -277.5% | -27.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling