+155.8%
KRE vs WMB
+938.1%
-782.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +1.3% | +0.6% | +0.7% | +1.1% |
| 30D | -2.7% | +3.3% | -5.9% | -4.0% |
| 3M | +8.2% | +3.1% | +5.1% | +6.5% |
| 6M | +12.8% | -0.7% | +13.5% | +12.3% |
| YTD | +17.5% | +25.2% | -7.7% | +6.6% |
| 1Y | +16.6% | +32.9% | -16.3% | +3.1% |
| 3Y | +79.5% | +140.6% | -61.1% | +24.8% |
| 5Y | +32.4% | +273.5% | -241.0% | -22.6% |
| 10Y | +124.1% | +334.2% | -210.1% | +18.4% |
| All | +155.8% | +938.1% | -782.4% | -37.5% |
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