+156.2%
KRE vs W
+209.7%
-53.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.6% | +2.0% | -0.3% |
| 7D | +0.3% | -1.7% | +2.0% | +0.5% |
| 30D | +5.0% | +3.2% | +1.8% | +4.4% |
| 3M | -5.7% | +8.3% | -14.0% | -7.0% |
| 6M | +7.5% | +84.3% | -76.8% | -1.7% |
| YTD | +13.8% | +11.0% | +2.8% | +9.7% |
| 1Y | +20.7% | -0.2% | +20.9% | +17.6% |
| 3Y | +90.1% | +157.9% | -67.8% | +58.0% |
| 5Y | +11.5% | -56.8% | +68.3% | +1.6% |
| 10Y | +88.2% | +212.2% | -124.0% | +24.6% |
| All | +156.2% | +209.7% | -53.5% | +69.2% |
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 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