+150.8%
KRE vs WBD
+319.7%
-168.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.1% |
| 7D | -1.4% | -0.6% | -0.8% | -1.2% |
| 30D | -3.9% | +4.2% | -8.1% | -5.3% |
| 3M | +3.6% | +7.5% | -3.9% | +0.9% |
| 6M | +15.4% | +1.6% | +13.8% | +14.5% |
| YTD | +15.2% | -2.2% | +17.4% | +15.7% |
| 1Y | +16.5% | +124.9% | -108.4% | -15.6% |
| 3Y | +85.2% | +149.1% | -64.0% | +18.6% |
| 5Y | +33.1% | +7.8% | +25.3% | +6.9% |
| 10Y | +123.1% | +14.9% | +108.2% | +48.2% |
| All | +150.8% | +319.7% | -168.9% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 WBD 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