+7.5%
KRE vs W
+84.1%
-76.6%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.6% | +2.0% | -0.4% |
| 7D | +0.3% | -1.7% | +2.0% | +0.4% |
| 30D | +5.0% | +3.2% | +1.8% | +4.7% |
| 3M | -5.7% | +8.3% | -14.0% | -6.4% |
| 6M | +7.5% | +84.3% | -76.8% | -1.5% |
| All | +7.5% | +84.1% | -76.6% | -1.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling