+148.6%
KRE vs WMB
+874.3%
-725.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.5% |
| 7D | +0.7% | +7.8% | -7.1% | -2.1% |
| 30D | +6.1% | -5.1% | +11.2% | +7.7% |
| 3M | -5.9% | -4.7% | -1.2% | -4.9% |
| 6M | +9.6% | -7.4% | +17.0% | +11.5% |
| YTD | +14.2% | +17.5% | -3.3% | +5.5% |
| 1Y | +22.5% | +19.5% | +3.0% | +12.3% |
| 3Y | +90.4% | +121.3% | -30.9% | +35.7% |
| 5Y | +11.9% | +200.5% | -188.7% | -29.5% |
| 10Y | +88.8% | +281.9% | -193.1% | +3.9% |
| All | +148.6% | +874.3% | -725.7% | -38.2% |
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