+83.8%
KRE vs W
+212.4%
-128.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.3% |
| 7D | +0.7% | +0.2% | +0.6% | +0.7% |
| 30D | +6.1% | +6.8% | -0.7% | +5.0% |
| 3M | -5.9% | +10.7% | -16.6% | -7.5% |
| 6M | +9.6% | +86.3% | -76.8% | -0.8% |
| YTD | +14.2% | +11.5% | +2.7% | +9.7% |
| 1Y | +22.5% | +5.1% | +17.4% | +18.3% |
| 3Y | +90.4% | +171.0% | -80.6% | +54.6% |
| 5Y | +11.9% | -56.6% | +68.5% | +1.2% |
| All | +83.8% | +212.4% | -128.5% | +13.9% |
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