+151.0%
KRE vs URI
+4,004.8%
-3,853.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.9% | -5.1% | -0.9% |
| 7D | -0.4% | -4.0% | +3.6% | +1.0% |
| 30D | +6.4% | +6.8% | -0.4% | +3.5% |
| 3M | -3.1% | -2.8% | -0.3% | -2.7% |
| 6M | +6.4% | +20.9% | -14.5% | -2.7% |
| YTD | +15.3% | +40.2% | -24.9% | -2.7% |
| 1Y | +23.3% | +34.1% | -10.8% | +5.7% |
| 3Y | +93.6% | +164.1% | -70.5% | +24.8% |
| 5Y | +13.2% | +199.3% | -186.1% | -31.7% |
| 10Y | +103.1% | +1,218.8% | -1,115.7% | -32.0% |
| All | +151.0% | +4,004.8% | -3,853.8% | -69.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling