+11.5%
KRE vs WAT
+31.1%
-19.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.3% | 0.0% |
| 7D | +0.3% | +2.0% | -1.7% | -0.4% |
| 30D | +5.0% | +7.7% | -2.7% | +2.4% |
| 3M | -5.7% | +11.1% | -16.8% | -9.2% |
| 6M | +7.5% | +31.2% | -23.7% | -2.5% |
| YTD | +13.8% | +21.7% | -7.8% | +4.9% |
| 1Y | +20.7% | +19.3% | +1.4% | +12.0% |
| 3Y | +90.1% | +80.6% | +9.5% | +43.1% |
| 5Y | +11.5% | +29.5% | -18.0% | -7.8% |
| All | +11.5% | +31.1% | -19.6% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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