+777.5%
SPY vs KRE
+147.5%
+630.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | +2.6% | +0.7% | +1.8% | +2.3% |
| 30D | -2.0% | +6.1% | -8.1% | -4.5% |
| 3M | -2.8% | -5.9% | +3.1% | -0.4% |
| 6M | +2.1% | +9.6% | -7.5% | -2.1% |
| YTD | +11.5% | +14.2% | -2.7% | +4.6% |
| 1Y | +13.5% | +22.5% | -9.0% | +3.2% |
| 3Y | +77.7% | +90.4% | -12.7% | +29.6% |
| 5Y | +72.6% | +11.9% | +60.7% | +54.9% |
| 10Y | +308.2% | +88.8% | +219.4% | +164.2% |
| All | +777.5% | +147.5% | +630.0% | +345.0% |
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