+55.3%
ON vs KRE
+16.5%
+38.8%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.1% | +8.4% | +8.4% |
| 7D | +2.4% | -1.8% | +4.2% | +3.3% |
| 30D | -8.6% | -4.5% | -4.1% | -6.5% |
| 3M | -34.3% | +2.7% | -37.1% | -35.6% |
| 6M | +28.5% | +16.9% | +11.7% | +15.6% |
| YTD | +40.6% | +15.4% | +25.3% | +26.2% |
| 1Y | +55.3% | +16.1% | +39.2% | +40.1% |
| All | +55.3% | +16.5% | +38.8% | +40.1% |
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 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