+348.2%
T vs KRE
+148.2%
+200.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.5% |
| 7D | +2.0% | -1.6% | +3.6% | +2.5% |
| 30D | -1.0% | +4.9% | -5.9% | -2.6% |
| 3M | -8.1% | -4.5% | -3.6% | -6.8% |
| 6M | -8.3% | +7.7% | -15.9% | -10.5% |
| YTD | -6.1% | +14.5% | -20.6% | -10.7% |
| 1Y | -7.4% | +21.5% | -28.9% | -13.7% |
| 3Y | +65.4% | +91.2% | -25.8% | +27.6% |
| 5Y | +57.6% | +11.8% | +45.9% | +42.7% |
| 10Y | +61.4% | +89.3% | -28.0% | +13.1% |
| All | +348.2% | +148.2% | +200.0% | +158.5% |
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