+83.8%
KRE vs WWD
+439.4%
-355.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.6% |
| 7D | +0.7% | +4.0% | -3.2% | -1.3% |
| 30D | +6.1% | +0.4% | +5.7% | +5.3% |
| 3M | -5.9% | -7.9% | +2.0% | -2.9% |
| 6M | +9.6% | -10.6% | +20.2% | +13.4% |
| YTD | +14.2% | +9.4% | +4.8% | +4.2% |
| 1Y | +22.5% | +25.7% | -3.2% | +2.8% |
| 3Y | +90.4% | +148.5% | -58.2% | +4.6% |
| 5Y | +11.9% | +189.5% | -177.6% | -45.8% |
| All | +83.8% | +439.4% | -355.5% | -37.7% |
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