+149.6%
KRE vs WY
+104.4%
+45.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.7% | -0.9% |
| 7D | -1.1% | -1.7% | +0.6% | 0.0% |
| 30D | -3.4% | -9.9% | +6.5% | +2.6% |
| 3M | +3.7% | -7.5% | +11.2% | +7.8% |
| 6M | +14.8% | -5.1% | +19.9% | +17.0% |
| YTD | +14.7% | -2.1% | +16.8% | +14.0% |
| 1Y | +16.0% | -7.3% | +23.4% | +18.8% |
| 3Y | +84.3% | -22.6% | +106.9% | +108.1% |
| 5Y | +30.9% | -19.8% | +50.7% | +41.9% |
| 10Y | +122.0% | +9.6% | +112.4% | +80.4% |
| All | +149.6% | +104.4% | +45.2% | +19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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