+16.6%
KRE vs USB
+35.1%
-18.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.7% |
| 7D | +1.3% | +1.4% | -0.1% | +0.1% |
| 30D | -2.7% | -1.3% | -1.4% | -1.6% |
| 3M | +8.2% | +15.2% | -7.1% | -4.3% |
| 6M | +12.8% | +18.8% | -6.0% | -3.0% |
| YTD | +17.5% | +21.0% | -3.5% | -1.3% |
| 1Y | +16.6% | +34.0% | -17.4% | -13.2% |
| All | +16.6% | +35.1% | -18.6% | -13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 1y: compounded portfolio wealth divided by compounded USB 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…
1y analysis · Full analysis span regression · 6 months rolling