+84.6%
KRE vs Z
-37.2%
+121.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.0% |
| 7D | -1.1% | -7.1% | +6.0% | +0.3% |
| 30D | -3.4% | -4.8% | +1.4% | -2.7% |
| 3M | +3.7% | -9.3% | +13.0% | +5.1% |
| 6M | +14.8% | -29.0% | +43.7% | +21.8% |
| YTD | +14.7% | -52.9% | +67.5% | +32.2% |
| 1Y | +16.0% | -63.1% | +79.2% | +40.9% |
| All | +84.6% | -37.2% | +121.8% | +86.8% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 3y: compounded portfolio wealth divided by compounded Z 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…
3y analysis · Full analysis span regression · 6 months rolling