+121.6%
KRE vs W
+155.6%
-34.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.2% | +0.8% |
| 7D | -1.4% | +0.5% | -1.9% | -1.5% |
| 30D | -3.9% | -5.6% | +1.7% | -3.3% |
| 3M | +3.6% | +41.9% | -38.3% | -2.3% |
| 6M | +15.4% | +30.2% | -14.9% | +9.3% |
| YTD | +15.2% | -2.9% | +18.2% | +13.0% |
| 1Y | +16.5% | +11.6% | +4.9% | +11.2% |
| 3Y | +85.2% | +37.0% | +48.2% | +62.7% |
| 5Y | +33.1% | -62.8% | +95.9% | +23.1% |
| All | +121.6% | +155.6% | -34.0% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 10y: compounded portfolio wealth divided by compounded W 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…
10y analysis · Full analysis span regression · 6 months rolling