+793.7%
SPY vs KRE
+154.6%
+639.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.6% |
| 7D | +0.1% | +1.3% | -1.2% | -0.5% |
| 30D | +0.1% | -2.7% | +2.7% | +1.2% |
| 3M | +2.0% | +8.2% | -6.2% | -1.6% |
| 6M | +13.0% | +12.8% | +0.2% | +7.0% |
| YTD | +13.5% | +17.5% | -4.0% | +5.3% |
| 1Y | +20.0% | +16.6% | +3.4% | +11.2% |
| 3Y | +77.2% | +79.5% | -2.3% | +32.4% |
| 5Y | +81.9% | +32.4% | +49.5% | +51.4% |
| 10Y | +314.1% | +124.1% | +189.9% | +147.2% |
| All | +793.7% | +154.6% | +639.1% | +348.2% |
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