+109.7%
KRE vs WM
+339.4%
-229.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +1.0% |
| 7D | +0.3% | +1.2% | -0.9% | -0.4% |
| 30D | +4.8% | +13.1% | -8.3% | -2.3% |
| 3M | -5.1% | +3.6% | -8.7% | -7.2% |
| 6M | +3.3% | +8.1% | -4.8% | -2.0% |
| YTD | +13.3% | +8.9% | +4.4% | +6.2% |
| 1Y | +22.9% | +20.3% | +2.5% | +8.3% |
| 3Y | +82.1% | +46.2% | +35.9% | +35.0% |
| 5Y | +11.0% | +59.9% | -48.9% | -25.4% |
| All | +109.7% | +339.4% | -229.7% | -24.5% |
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