-9.1%
T vs KRE
+17.8%
-26.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.5% | -2.0% |
| 7D | -1.3% | +1.3% | -2.6% | -1.3% |
| 30D | +11.4% | -2.7% | +14.0% | +11.6% |
| 3M | +14.3% | +8.2% | +6.1% | +14.0% |
| 6M | -9.3% | +12.8% | -22.1% | -9.5% |
| YTD | +7.1% | +17.5% | -10.4% | +5.9% |
| 1Y | -9.1% | +16.6% | -25.7% | -11.9% |
| All | -9.1% | +17.8% | -26.9% | -11.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling