+152.5%
KRE vs UPS
+147.5%
+5.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -0.1% |
| 7D | +2.3% | -2.1% | +4.5% | +3.8% |
| 30D | -2.5% | -2.3% | -0.2% | -1.0% |
| 3M | +6.2% | -5.2% | +11.4% | +8.9% |
| 6M | +15.8% | +1.4% | +14.4% | +12.0% |
| YTD | +16.0% | +6.1% | +9.9% | +8.2% |
| 1Y | +16.2% | +27.0% | -10.8% | -5.5% |
| 3Y | +86.4% | -25.9% | +112.3% | +111.0% |
| 5Y | +33.0% | -34.6% | +67.5% | +59.4% |
| 10Y | +123.0% | +36.2% | +86.8% | +26.5% |
| All | +152.5% | +147.5% | +5.0% | -29.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling