+373.7%
NKE vs KRE
+148.5%
+225.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.5% |
| 7D | -2.3% | -1.1% | -1.3% | -1.9% |
| 30D | -10.4% | -3.4% | -7.0% | -9.1% |
| 3M | -15.5% | +3.7% | -19.2% | -16.9% |
| 6M | -32.6% | +14.8% | -47.4% | -36.7% |
| YTD | -39.8% | +14.7% | -54.5% | -43.5% |
| 1Y | -47.6% | +16.0% | -63.6% | -51.1% |
| 3Y | -59.0% | +84.3% | -143.3% | -69.4% |
| 5Y | -74.9% | +30.9% | -105.8% | -78.7% |
| 10Y | -21.9% | +122.0% | -143.9% | -51.5% |
| All | +373.7% | +148.5% | +225.2% | +149.1% |
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 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