+180.8%
NOK vs KRE
+84.1%
+96.7%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.4% |
| 7D | +8.7% | -1.4% | +10.1% | +9.1% |
| 30D | +12.5% | -3.9% | +16.4% | +13.7% |
| 3M | -20.7% | +3.6% | -24.4% | -21.5% |
| 6M | +36.2% | +15.4% | +20.8% | +30.9% |
| YTD | +64.1% | +15.2% | +48.9% | +57.5% |
| 1Y | +132.4% | +16.5% | +115.9% | +121.9% |
| All | +180.8% | +84.1% | +96.7% | +117.6% |
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 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