+21.3%
NOK vs KRE
+27.2%
-5.9%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.3% | -2.7% |
| 7D | -10.4% | +2.8% | -13.2% | -10.5% |
| 30D | -19.0% | +5.3% | -24.3% | -19.3% |
| 3M | -16.7% | -4.2% | -12.5% | -15.8% |
| 6M | -37.1% | +8.7% | -45.8% | -37.3% |
| YTD | +27.7% | +16.4% | +11.3% | +25.7% |
| 1Y | +21.3% | +26.9% | -5.6% | +17.7% |
| All | +21.3% | +27.2% | -5.9% | +17.7% |
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