+43.2%
TER vs KRE
+27.2%
+16.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.7% | -8.5% | -8.1% |
| 7D | -19.9% | +2.8% | -22.7% | -21.7% |
| 30D | -43.5% | +5.3% | -48.9% | -46.1% |
| 3M | -37.8% | -4.2% | -33.6% | -35.1% |
| 6M | -25.6% | +8.7% | -34.3% | -32.7% |
| YTD | +29.8% | +16.4% | +13.4% | +11.8% |
| 1Y | +43.2% | +26.9% | +16.3% | +17.4% |
| All | +43.2% | +27.2% | +16.0% | +17.4% |
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