+148.3%
KRE vs WU
-21.6%
+169.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.2% | 0.0% |
| 7D | +2.3% | -0.8% | +3.2% | +2.8% |
| 30D | -2.5% | -1.1% | -1.4% | -2.1% |
| 3M | +6.2% | -1.8% | +8.0% | +4.6% |
| 6M | +15.8% | -23.9% | +39.7% | +30.0% |
| YTD | +16.0% | -20.4% | +36.4% | +26.5% |
| 1Y | +16.2% | -10.6% | +26.7% | +17.4% |
| 3Y | +86.4% | -27.7% | +114.2% | +105.7% |
| 5Y | +33.0% | -51.1% | +84.1% | +78.0% |
| 10Y | +123.0% | -40.7% | +163.7% | +165.1% |
| All | +148.3% | -21.6% | +169.9% | +125.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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