+780.7%
SPY vs KRE
+146.7%
+634.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.1% |
| 7D | +3.3% | +0.3% | +3.0% | +3.2% |
| 30D | -2.7% | +5.0% | -7.7% | -4.7% |
| 3M | -1.7% | -5.7% | +4.0% | +0.6% |
| 6M | +3.1% | +7.5% | -4.4% | -0.4% |
| YTD | +11.9% | +13.8% | -2.0% | +5.1% |
| 1Y | +12.0% | +20.7% | -8.7% | +2.5% |
| 3Y | +78.2% | +90.1% | -11.9% | +30.0% |
| 5Y | +73.2% | +11.5% | +61.7% | +55.7% |
| 10Y | +309.6% | +88.2% | +221.4% | +165.5% |
| All | +780.7% | +146.7% | +634.0% | +347.2% |
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