-25.8%
NET vs KRE
+4.7%
-30.6%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.3% | -2.0% |
| 7D | -16.4% | +2.8% | -19.2% | -16.0% |
| 30D | -25.8% | +5.3% | -31.2% | -25.4% |
| All | -25.8% | +4.7% | -30.6% | -25.4% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling