+121.6%
KRE vs WWD
+490.2%
-368.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +1.9% | +1.2% |
| 7D | -1.4% | -2.9% | +1.4% | 0.0% |
| 30D | -3.9% | -6.6% | +2.7% | -0.7% |
| 3M | +3.6% | -9.3% | +12.9% | +7.6% |
| 6M | +15.4% | -13.6% | +29.0% | +21.5% |
| YTD | +15.2% | +10.4% | +4.9% | +5.5% |
| 1Y | +16.5% | +39.9% | -23.4% | -7.4% |
| 3Y | +85.2% | +165.0% | -79.9% | -1.3% |
| 5Y | +33.1% | +183.8% | -150.7% | -34.3% |
| All | +121.6% | +490.2% | -368.6% | -30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 10y: compounded portfolio wealth divided by compounded WWD 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…
10y analysis · Full analysis span regression · 6 months rolling