+330.1%
KRE vs URA
-51.6%
+381.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.4% | -4.5% | -1.5% |
| 7D | +0.3% | -4.1% | +4.4% | +1.4% |
| 30D | +4.8% | -19.0% | +23.8% | +11.2% |
| 3M | -5.1% | -25.1% | +20.1% | +2.5% |
| 6M | +3.3% | -44.5% | +47.8% | +20.9% |
| YTD | +13.3% | -24.3% | +37.7% | +18.0% |
| 1Y | +22.9% | -28.1% | +51.0% | +29.3% |
| 3Y | +82.1% | +40.7% | +41.4% | +43.8% |
| 5Y | +11.0% | +35.5% | -24.4% | -15.3% |
| 10Y | +115.7% | +281.2% | -165.4% | +0.5% |
| All | +330.1% | -51.6% | +381.7% | +258.8% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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