+3,175.0%
SOXX vs KRE
+149.7%
+3,025.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.2% | -3.0% |
| 7D | +3.0% | -1.4% | +4.4% | +3.8% |
| 30D | -3.1% | -3.9% | +0.8% | -1.2% |
| 3M | -4.4% | +3.6% | -8.0% | -6.4% |
| 6M | +52.9% | +15.4% | +37.5% | +41.6% |
| YTD | +72.0% | +15.2% | +56.8% | +59.0% |
| 1Y | +105.1% | +16.5% | +88.7% | +87.9% |
| 3Y | +220.6% | +85.2% | +135.5% | +128.2% |
| 5Y | +244.8% | +33.1% | +211.7% | +186.2% |
| 10Y | +1,537.1% | +123.1% | +1,414.1% | +858.2% |
| All | +3,175.0% | +149.7% | +3,025.3% | +1,570.5% |
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