+90.5%
KRE vs URI
+121.2%
-30.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | 0.0% |
| 7D | +1.3% | -2.0% | +3.3% | +2.0% |
| 30D | -2.7% | -12.9% | +10.3% | +2.2% |
| 3M | +8.2% | -6.7% | +14.9% | +10.1% |
| 6M | +12.8% | +19.0% | -6.2% | +2.9% |
| YTD | +17.5% | +25.5% | -8.0% | +3.1% |
| 1Y | +16.6% | +5.5% | +11.0% | +10.8% |
| All | +90.5% | +121.2% | -30.7% | +17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 3y: compounded portfolio wealth divided by compounded URI 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…
3y analysis · Full analysis span regression · 6 months rolling