+11.5%
KRE vs WM
+63.0%
-51.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -0.9% |
| 7D | +0.3% | +1.2% | -0.9% | 0.0% |
| 30D | +5.0% | +15.2% | -10.2% | +1.8% |
| 3M | -5.7% | +8.3% | -14.1% | -7.5% |
| 6M | +7.5% | +13.1% | -5.6% | +4.4% |
| YTD | +13.8% | +12.5% | +1.3% | +10.3% |
| 1Y | +20.7% | +21.8% | -1.1% | +14.6% |
| 3Y | +90.1% | +48.8% | +41.3% | +67.6% |
| 5Y | +11.5% | +62.1% | -50.5% | -4.6% |
| All | +11.5% | +63.0% | -51.5% | -4.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling