+1.9%
META vs KRE
+22.7%
-20.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.7% | +3.4% | +4.5% |
| 7D | +5.7% | -0.4% | +6.1% | +5.9% |
| 30D | -10.8% | +6.4% | -17.2% | -12.8% |
| 3M | +8.4% | -3.1% | +11.5% | +10.0% |
| 6M | +5.4% | +6.4% | -1.0% | +3.5% |
| YTD | -2.6% | +15.3% | -17.9% | -7.9% |
| All | +1.9% | +22.7% | -20.8% | -5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KRE.
Daily Out/Under-Performance
Portfolio return minus KRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRE 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 1y: compounded portfolio wealth divided by compounded KRE 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…
1y analysis · Full analysis span regression · 6 months rolling