-59.2%
NKE vs KRE
+84.3%
-143.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.4% |
| 7D | -4.2% | -1.8% | -2.3% | -3.5% |
| 30D | -8.2% | -4.5% | -3.7% | -6.6% |
| 3M | -19.1% | +2.7% | -21.8% | -20.0% |
| 6M | -32.6% | +16.9% | -49.5% | -36.8% |
| YTD | -40.7% | +15.4% | -56.1% | -44.1% |
| 1Y | -48.9% | +16.1% | -64.9% | -52.0% |
| 3Y | -59.2% | +85.7% | -145.0% | -66.8% |
| All | -59.2% | +84.3% | -143.5% | -66.8% |
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