-28.0%
ORCL vs KRE
+17.8%
-45.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.5% | +2.5% | +3.1% |
| 7D | +5.3% | +1.3% | +4.0% | +5.4% |
| 30D | +10.0% | -2.7% | +12.6% | +9.3% |
| 3M | -32.6% | +8.2% | -40.8% | -31.6% |
| 6M | +4.9% | +12.8% | -7.9% | +6.6% |
| YTD | -17.8% | +17.5% | -35.2% | -14.2% |
| 1Y | -28.0% | +16.6% | -44.6% | -26.1% |
| All | -28.0% | +17.8% | -45.8% | -26.1% |
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