+155.8%
KRE vs WM
+947.8%
-792.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.8% | +1.4% |
| 7D | +1.3% | -0.3% | +1.6% | +1.5% |
| 30D | -2.7% | -2.4% | -0.3% | -1.1% |
| 3M | +8.2% | +0.4% | +7.8% | +7.1% |
| 6M | +12.8% | -9.5% | +22.3% | +19.6% |
| YTD | +17.5% | +0.5% | +17.0% | +14.9% |
| 1Y | +16.6% | -1.1% | +17.7% | +14.8% |
| 3Y | +79.5% | +46.0% | +33.4% | +25.6% |
| 5Y | +32.4% | +51.8% | -19.4% | -13.4% |
| 10Y | +124.1% | +307.5% | -183.4% | -35.9% |
| All | +155.8% | +947.8% | -792.0% | -69.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling