+1,449.6%
NET vs KRE
+67.9%
+1,381.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.2% |
| 7D | -7.0% | +1.3% | -8.3% | -7.4% |
| 30D | -4.8% | -2.7% | -2.1% | -3.9% |
| 3M | +3.8% | +8.2% | -4.4% | +0.9% |
| 6M | +50.0% | +12.8% | +37.2% | +43.3% |
| YTD | +41.5% | +17.5% | +24.0% | +33.0% |
| 1Y | +32.8% | +16.6% | +16.2% | +25.0% |
| 3Y | +335.9% | +79.5% | +256.4% | +254.2% |
| 5Y | +113.8% | +32.4% | +81.4% | +89.8% |
| All | +1,449.6% | +67.9% | +1,381.6% | +1,454.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling