+32.4%
KRE vs W
-62.3%
+94.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.4% |
| 7D | +2.3% | +6.5% | -4.2% | +1.4% |
| 30D | -2.5% | -6.2% | +3.7% | -1.7% |
| 3M | +6.2% | +48.9% | -42.6% | -1.5% |
| 6M | +15.8% | +31.2% | -15.4% | +8.7% |
| YTD | +16.0% | -0.4% | +16.4% | +13.0% |
| 1Y | +16.2% | +14.8% | +1.3% | +9.6% |
| 3Y | +86.4% | +40.5% | +45.9% | +58.6% |
| All | +32.4% | -62.3% | +94.7% | +20.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling