+35.0%
NOK vs KRE
+17.2%
+17.7%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.3% | +7.5% | +6.5% |
| 7D | +7.3% | +2.3% | +4.9% | +6.4% |
| 30D | +13.8% | -2.5% | +16.3% | +14.7% |
| 3M | -27.0% | +6.2% | -33.2% | -27.1% |
| All | +35.0% | +17.2% | +17.7% | +24.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling