+125.8%
KRE vs Z
+25.1%
+100.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.7% | +0.9% |
| 7D | +1.3% | -3.0% | +4.3% | +1.8% |
| 30D | -2.7% | -4.2% | +1.5% | -2.2% |
| 3M | +8.2% | -3.7% | +11.9% | +8.3% |
| 6M | +12.8% | -24.5% | +37.3% | +17.4% |
| YTD | +17.5% | -49.3% | +66.8% | +30.5% |
| 1Y | +16.6% | -58.7% | +75.3% | +33.7% |
| 3Y | +79.5% | -34.1% | +113.6% | +84.8% |
| 5Y | +32.4% | -64.5% | +97.0% | +42.7% |
| 10Y | +124.1% | -0.5% | +124.6% | +74.2% |
| All | +125.8% | +25.1% | +100.7% | +64.5% |
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