+32.8%
NET vs KRE
+17.8%
+15.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.1% |
| 7D | -7.0% | +1.3% | -8.3% | -7.2% |
| 30D | -4.8% | -2.7% | -2.1% | -4.1% |
| 3M | +3.8% | +8.2% | -4.4% | +1.9% |
| 6M | +50.0% | +12.8% | +37.2% | +45.3% |
| YTD | +41.5% | +17.5% | +24.0% | +35.8% |
| 1Y | +32.8% | +16.6% | +16.2% | +28.5% |
| All | +32.8% | +17.8% | +15.1% | +28.5% |
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