+120.5%
KRE vs Z
+4.8%
+115.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.5% | +5.0% | +0.5% |
| 7D | +0.3% | -6.5% | +6.7% | +1.3% |
| 30D | +5.9% | -0.1% | +6.0% | +5.5% |
| 3M | -3.3% | -14.1% | +10.8% | -1.5% |
| 6M | +5.8% | -30.1% | +35.9% | +11.4% |
| YTD | +14.7% | -57.5% | +72.3% | +30.7% |
| 1Y | +22.0% | -60.3% | +82.3% | +40.5% |
| 3Y | +91.6% | -21.0% | +112.6% | +90.8% |
| 5Y | +13.0% | -54.9% | +67.9% | +18.4% |
| 10Y | +94.0% | -16.0% | +110.0% | +54.8% |
| All | +120.5% | +4.8% | +115.7% | +64.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling