+155.8%
KRE vs WAB
+1,689.0%
-1,533.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.1% |
| 7D | +1.3% | -3.2% | +4.5% | +3.3% |
| 30D | -2.7% | -4.4% | +1.8% | -0.1% |
| 3M | +8.2% | +7.9% | +0.3% | +2.4% |
| 6M | +12.8% | +8.7% | +4.1% | +5.8% |
| YTD | +17.5% | +33.0% | -15.5% | -2.4% |
| 1Y | +16.6% | +46.7% | -30.1% | -8.9% |
| 3Y | +79.5% | +153.0% | -73.5% | +0.7% |
| 5Y | +32.4% | +222.3% | -189.9% | -36.2% |
| 10Y | +124.1% | +291.0% | -166.8% | -10.5% |
| All | +155.8% | +1,689.0% | -1,533.2% | -60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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