+346.6%
T vs KRE
+147.5%
+199.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | +2.5% | +0.7% | +1.8% | +2.3% |
| 30D | -3.8% | +6.1% | -9.9% | -5.6% |
| 3M | -8.7% | -5.9% | -2.8% | -7.0% |
| 6M | -8.1% | +9.6% | -17.7% | -10.9% |
| YTD | -6.4% | +14.2% | -20.6% | -10.9% |
| 1Y | -9.8% | +22.5% | -32.3% | -16.1% |
| 3Y | +65.5% | +90.4% | -24.9% | +27.9% |
| 5Y | +57.0% | +11.9% | +45.1% | +42.0% |
| 10Y | +60.8% | +88.8% | -28.0% | +12.8% |
| All | +346.6% | +147.5% | +199.1% | +157.8% |
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