+118.0%
NOK vs KRE
+17.8%
+100.3%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.5% | +2.1% | +2.6% |
| 7D | -1.8% | +1.3% | -3.1% | -1.9% |
| 30D | +4.7% | -2.7% | +7.4% | +5.0% |
| 3M | -39.7% | +8.2% | -47.8% | -39.9% |
| 6M | +23.1% | +12.8% | +10.3% | +21.7% |
| YTD | +55.0% | +17.5% | +37.5% | +54.0% |
| 1Y | +118.0% | +16.6% | +101.5% | +119.6% |
| All | +118.0% | +17.8% | +100.3% | +119.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling