+149.6%
KRE vs WTW
+458.8%
-309.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.6% | +2.4% | +1.0% |
| 7D | -1.1% | -7.1% | +6.0% | +3.4% |
| 30D | -3.4% | -8.5% | +5.1% | +1.7% |
| 3M | +3.7% | +20.6% | -16.9% | -8.5% |
| 6M | +14.8% | +7.2% | +7.6% | +7.6% |
| YTD | +14.7% | -3.9% | +18.5% | +13.7% |
| 1Y | +16.0% | -3.6% | +19.6% | +14.6% |
| 3Y | +84.3% | +60.7% | +23.6% | +27.4% |
| 5Y | +30.9% | +42.2% | -11.3% | -3.5% |
| 10Y | +122.0% | +195.5% | -73.5% | -4.5% |
| All | +149.6% | +458.8% | -309.3% | -33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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