+11.8%
KRE vs WING
+3.2%
+8.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | 0.0% |
| 7D | -1.6% | -0.5% | -1.1% | -1.6% |
| 30D | +4.9% | +32.3% | -27.4% | +1.3% |
| 3M | -4.5% | +50.2% | -54.6% | -9.5% |
| 6M | +7.7% | +31.7% | -24.0% | +3.0% |
| YTD | +14.5% | -29.6% | +44.1% | +17.7% |
| 1Y | +21.5% | -29.7% | +51.3% | +24.8% |
| 3Y | +91.2% | -19.8% | +111.0% | +80.9% |
| 5Y | +11.8% | +3.1% | +8.7% | -3.4% |
| All | +11.8% | +3.2% | +8.6% | -3.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling