+31.7%
KRE vs USHY
+20.9%
+10.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -1.8% | -0.7% | -1.1% | -0.5% |
| 30D | -4.5% | -0.7% | -3.8% | -3.2% |
| 3M | +2.7% | +0.1% | +2.7% | +2.6% |
| 6M | +16.9% | +1.8% | +15.1% | +13.0% |
| YTD | +15.4% | +1.8% | +13.6% | +11.6% |
| 1Y | +16.1% | +3.3% | +12.8% | +9.2% |
| 3Y | +85.7% | +27.0% | +58.8% | +24.0% |
| All | +31.7% | +20.9% | +10.8% | +3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 5y: compounded portfolio wealth divided by compounded USHY 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…
5y analysis · Full analysis span regression · 6 months rolling