+147.8%
KRE vs WMB
+879.3%
-731.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.3% | -0.9% |
| 7D | +0.3% | +8.1% | -7.8% | -2.7% |
| 30D | +5.0% | -6.9% | +11.9% | +7.3% |
| 3M | -5.7% | -5.1% | -0.7% | -4.6% |
| 6M | +7.5% | -5.7% | +13.2% | +8.6% |
| YTD | +13.8% | +18.1% | -4.2% | +4.9% |
| 1Y | +20.7% | +18.4% | +2.3% | +11.0% |
| 3Y | +90.1% | +122.7% | -32.6% | +35.2% |
| 5Y | +11.5% | +202.0% | -190.5% | -29.8% |
| 10Y | +88.2% | +283.8% | -195.6% | +3.4% |
| All | +147.8% | +879.3% | -731.4% | -38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 WMB 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