+1,139.7%
ON vs KRE
+154.6%
+985.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.6% |
| 7D | +2.4% | +1.3% | +1.1% | +1.5% |
| 30D | -3.3% | -2.7% | -0.6% | -1.5% |
| 3M | -43.6% | +8.2% | -51.8% | -46.9% |
| 6M | +19.0% | +12.8% | +6.1% | +8.8% |
| YTD | +37.4% | +17.5% | +19.9% | +21.7% |
| 1Y | +54.8% | +16.6% | +38.2% | +37.4% |
| 3Y | -25.2% | +79.5% | -104.6% | -51.3% |
| 5Y | +62.7% | +32.4% | +30.3% | +30.4% |
| 10Y | +574.3% | +124.1% | +450.2% | +267.6% |
| All | +1,139.7% | +154.6% | +985.1% | +489.2% |
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