+219.1%
TER vs KRE
+32.0%
+187.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.3% | +5.5% | +5.0% |
| 7D | +11.0% | +2.3% | +8.6% | +9.3% |
| 30D | -1.9% | -2.5% | +0.6% | -0.1% |
| 3M | -0.7% | +6.2% | -6.9% | -4.8% |
| 6M | +36.4% | +15.8% | +20.5% | +24.3% |
| YTD | +92.4% | +16.0% | +76.4% | +75.7% |
| 1Y | +213.5% | +16.2% | +197.4% | +184.8% |
| 3Y | +277.2% | +86.4% | +190.8% | +152.3% |
| 5Y | +219.1% | +33.0% | +186.2% | +194.0% |
| All | +219.1% | +32.0% | +187.2% | +194.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling