+25.2%
KRE vs WETO
-99.4%
+124.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.4% | +5.5% | +0.1% |
| 7D | -1.8% | -4.3% | +2.5% | -1.8% |
| 30D | -4.5% | -39.9% | +35.4% | -5.0% |
| 3M | +2.7% | -97.9% | +100.6% | +4.3% |
| 6M | +16.9% | -95.0% | +111.9% | +15.6% |
| YTD | +15.4% | -97.2% | +112.5% | +15.4% |
| 1Y | +16.1% | -98.9% | +115.0% | +18.1% |
| All | +25.2% | -99.4% | +124.6% | +29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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