+1,381.0%
NET vs KRE
+66.3%
+1,314.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.3% | -3.2% |
| 7D | -16.4% | +2.8% | -19.2% | -17.2% |
| 30D | -25.8% | +5.3% | -31.2% | -27.2% |
| 3M | -11.5% | -4.2% | -7.3% | -10.4% |
| 6M | +18.9% | +8.7% | +10.2% | +15.0% |
| YTD | +35.2% | +16.4% | +18.8% | +27.3% |
| 1Y | +14.5% | +26.9% | -12.4% | +4.4% |
| 3Y | +313.8% | +84.3% | +229.5% | +233.1% |
| 5Y | +32.6% | +15.2% | +17.4% | +18.0% |
| All | +1,381.0% | +66.3% | +1,314.7% | +1,387.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling