+11.4%
KRE vs WCC
+139.9%
-128.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.9% |
| 7D | +0.7% | +9.9% | -9.2% | -2.6% |
| 30D | +6.1% | -8.4% | +14.6% | +8.2% |
| 3M | -5.9% | -10.3% | +4.4% | -4.0% |
| 6M | +9.6% | -10.5% | +20.1% | +10.5% |
| YTD | +14.2% | +32.2% | -18.0% | -2.6% |
| 1Y | +22.5% | +25.5% | -3.0% | +6.5% |
| 3Y | +90.4% | +134.7% | -44.3% | +21.2% |
| All | +11.4% | +139.9% | -128.5% | -33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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