+103.1%
KRE vs WM
+337.2%
-234.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.6% |
| 7D | -0.4% | -0.5% | +0.1% | -0.2% |
| 30D | +6.4% | +13.3% | -6.9% | -0.9% |
| 3M | -3.1% | +4.4% | -7.5% | -5.6% |
| 6M | +6.4% | +10.8% | -4.5% | -0.5% |
| YTD | +15.3% | +9.1% | +6.2% | +8.0% |
| 1Y | +23.3% | +19.1% | +4.1% | +9.3% |
| 3Y | +93.6% | +45.7% | +48.0% | +44.1% |
| 5Y | +13.2% | +60.4% | -47.2% | -24.1% |
| 10Y | +103.1% | +328.7% | -225.6% | -23.9% |
| All | +103.1% | +337.2% | -234.1% | -23.9% |
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