+30.9%
KRE vs WING
-33.6%
+64.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.3% |
| 7D | -1.1% | -2.3% | +1.2% | -0.8% |
| 30D | -3.4% | -5.6% | +2.2% | -3.0% |
| 3M | +3.7% | -22.9% | +26.6% | +6.3% |
| 6M | +14.8% | -50.4% | +65.2% | +23.6% |
| YTD | +14.7% | -53.3% | +68.0% | +23.7% |
| 1Y | +16.0% | -61.2% | +77.2% | +27.7% |
| 3Y | +84.3% | -30.1% | +114.3% | +76.1% |
| 5Y | +30.9% | -35.0% | +65.9% | +17.0% |
| All | +30.9% | -33.6% | +64.5% | +17.0% |
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