+86.4%
KRE vs WING
-31.3%
+117.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.3% |
| 7D | +2.3% | -0.1% | +2.5% | +2.3% |
| 30D | -2.5% | -6.0% | +3.5% | -2.1% |
| 3M | +6.2% | -23.5% | +29.7% | +8.2% |
| 6M | +15.8% | -52.0% | +67.8% | +22.7% |
| YTD | +16.0% | -53.8% | +69.8% | +22.9% |
| 1Y | +16.2% | -63.8% | +80.0% | +25.3% |
| 3Y | +86.4% | -30.8% | +117.2% | +69.3% |
| All | +86.4% | -31.3% | +117.7% | +69.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling