+27.2%
NFLX vs KRE
+31.8%
-4.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.6% |
| 7D | -8.1% | -1.1% | -7.0% | -7.8% |
| 30D | -0.3% | -3.4% | +3.1% | +0.6% |
| 3M | -6.6% | +3.7% | -10.3% | -7.7% |
| 6M | -22.7% | +14.8% | -37.4% | -26.0% |
| YTD | -18.9% | +14.7% | -33.6% | -22.8% |
| 1Y | -39.8% | +16.0% | -55.8% | -43.1% |
| 3Y | +71.7% | +84.3% | -12.5% | +30.0% |
| 5Y | +27.2% | +30.9% | -3.6% | +22.5% |
| All | +27.2% | +31.8% | -4.6% | +22.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling