+30.6%
ORCL vs KRE
+10.5%
+20.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -11.2% | +0.3% | -11.4% | -11.3% |
| 30D | -18.8% | +4.8% | -23.6% | -20.0% |
| 3M | -18.8% | -5.1% | -13.7% | -17.7% |
| 6M | -39.7% | +3.3% | -43.0% | -40.5% |
| YTD | -39.6% | +13.3% | -53.0% | -42.3% |
| 1Y | -51.7% | +22.9% | -74.6% | -55.1% |
| 3Y | +10.2% | +82.1% | -71.9% | -10.7% |
| All | +30.6% | +10.5% | +20.1% | +30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling