+121.9%
KRE vs UPS
+37.9%
+84.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | -1.8% | -2.0% | +0.1% | -0.9% |
| 30D | -4.5% | -2.0% | -2.5% | -3.6% |
| 3M | +2.7% | -6.2% | +9.0% | +5.4% |
| 6M | +16.9% | +2.8% | +14.1% | +13.5% |
| YTD | +15.4% | +5.9% | +9.5% | +10.1% |
| 1Y | +16.1% | +26.2% | -10.2% | +0.5% |
| 3Y | +85.7% | -26.0% | +111.7% | +105.4% |
| 5Y | +33.3% | -34.3% | +67.5% | +54.9% |
| All | +121.9% | +37.9% | +84.0% | +46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UPS.
Daily Out/Under-Performance
Portfolio return minus UPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPS 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 10y: compounded portfolio wealth divided by compounded UPS 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…
10y analysis · Full analysis span regression · 6 months rolling