+148.6%
KRE vs WCC
+452.5%
-303.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +1.0% |
| 7D | +0.7% | +9.9% | -9.2% | -3.6% |
| 30D | +6.1% | -8.4% | +14.6% | +8.8% |
| 3M | -5.9% | -10.3% | +4.4% | -3.5% |
| 6M | +9.6% | -10.5% | +20.1% | +10.4% |
| YTD | +14.2% | +32.2% | -18.0% | -5.7% |
| 1Y | +22.5% | +25.5% | -3.0% | +3.4% |
| 3Y | +90.4% | +134.7% | -44.3% | +11.1% |
| 5Y | +11.9% | +139.9% | -128.1% | -39.9% |
| 10Y | +88.8% | +433.5% | -344.7% | -40.3% |
| All | +148.6% | +452.5% | -303.9% | -50.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling