+164.4%
KRE vs W
+176.2%
-11.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -2.0% | +0.2% |
| 7D | +1.3% | -4.2% | +5.5% | +1.8% |
| 30D | -2.7% | -7.6% | +4.9% | -1.8% |
| 3M | +8.2% | +37.2% | -29.0% | +2.9% |
| 6M | +12.8% | +26.3% | -13.5% | +7.8% |
| YTD | +17.5% | -1.0% | +18.5% | +15.2% |
| 1Y | +16.6% | +20.1% | -3.5% | +10.7% |
| 3Y | +79.5% | +37.8% | +41.7% | +59.5% |
| 5Y | +32.4% | -63.7% | +96.1% | +23.1% |
| 10Y | +124.1% | +156.3% | -32.2% | +51.3% |
| All | +164.4% | +176.2% | -11.8% | +77.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling