+126.5%
KRE vs WM
+305.9%
-179.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.8% | +1.2% |
| 7D | +1.3% | -0.3% | +1.6% | +1.5% |
| 30D | -2.7% | -2.4% | -0.3% | -1.5% |
| 3M | +8.2% | +0.4% | +7.8% | +7.4% |
| 6M | +12.8% | -9.5% | +22.3% | +18.3% |
| YTD | +17.5% | +0.5% | +17.0% | +15.4% |
| 1Y | +16.6% | -1.1% | +17.7% | +15.3% |
| 3Y | +79.5% | +46.0% | +33.4% | +31.8% |
| 5Y | +32.4% | +51.8% | -19.4% | -8.9% |
| All | +126.5% | +305.9% | -179.4% | -15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 10y: compounded portfolio wealth divided by compounded WM 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…
10y analysis · Full analysis span regression · 6 months rolling