+33.1%
KRE vs WEC
+30.3%
+2.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.2% | +0.7% |
| 7D | -1.4% | -1.3% | -0.2% | -1.0% |
| 30D | -3.9% | -0.4% | -3.5% | -3.8% |
| 3M | +3.6% | -6.8% | +10.4% | +5.8% |
| 6M | +15.4% | -6.4% | +21.8% | +17.6% |
| YTD | +15.2% | +2.5% | +12.7% | +13.9% |
| 1Y | +16.5% | -0.4% | +16.9% | +16.1% |
| 3Y | +85.2% | +38.5% | +46.6% | +63.1% |
| 5Y | +33.1% | +31.7% | +1.4% | +16.0% |
| All | +33.1% | +30.3% | +2.8% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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