+327.1%
NET vs KRE
+79.9%
+247.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.3% |
| 7D | -7.0% | +1.3% | -8.3% | -7.7% |
| 30D | -4.8% | -2.7% | -2.1% | -3.3% |
| 3M | +3.8% | +8.2% | -4.4% | -1.0% |
| 6M | +50.0% | +12.8% | +37.2% | +39.1% |
| YTD | +41.5% | +17.5% | +24.0% | +27.4% |
| 1Y | +32.8% | +16.6% | +16.2% | +19.8% |
| All | +327.1% | +79.9% | +247.2% | +166.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling