+22.5%
KRE vs WING
-33.3%
+55.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +0.7% | -2.5% | +3.3% | +0.9% |
| 30D | +6.1% | +29.5% | -23.4% | +4.4% |
| 3M | -5.9% | +40.2% | -46.1% | -8.0% |
| 6M | +9.6% | +32.7% | -23.1% | +6.9% |
| YTD | +14.2% | -32.8% | +47.0% | +18.6% |
| 1Y | +22.5% | -31.7% | +54.2% | +26.4% |
| All | +22.5% | -33.3% | +55.8% | +26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 1y: compounded portfolio wealth divided by compounded WING 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…
1y analysis · Full analysis span regression · 6 months rolling