+1,895.7%
TER vs KRE
+119.6%
+1,776.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.2% | +4.3% | +3.8% |
| 7D | +12.4% | -1.1% | +13.4% | +13.0% |
| 30D | +5.1% | -3.4% | +8.5% | +7.3% |
| 3M | +4.0% | +3.7% | +0.3% | +1.5% |
| 6M | +29.5% | +14.8% | +14.8% | +20.0% |
| YTD | +98.5% | +14.7% | +83.8% | +84.3% |
| 1Y | +234.1% | +16.0% | +218.1% | +207.0% |
| 3Y | +289.0% | +84.3% | +204.8% | +173.5% |
| 5Y | +228.2% | +30.9% | +197.3% | +177.2% |
| 10Y | +1,895.7% | +122.0% | +1,773.7% | +1,153.7% |
| All | +1,895.7% | +119.6% | +1,776.0% | +1,153.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling