+1,084.3%
ON vs KRE
+147.5%
+936.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.3% | -3.9% | -3.8% |
| 7D | +12.2% | +0.7% | +11.5% | +11.7% |
| 30D | -3.1% | +6.1% | -9.3% | -7.0% |
| 3M | -12.9% | -5.9% | -7.0% | -9.0% |
| 6M | -38.6% | +9.6% | -48.2% | -42.7% |
| YTD | +31.2% | +14.2% | +17.0% | +18.7% |
| 1Y | +47.6% | +22.5% | +25.1% | +27.2% |
| 3Y | +6.6% | +90.4% | -83.7% | -32.8% |
| 5Y | +21.3% | +11.9% | +9.4% | +9.2% |
| 10Y | +533.3% | +88.8% | +444.5% | +287.5% |
| All | +1,084.3% | +147.5% | +936.9% | +474.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling