+89.2%
TER vs KRE
+12.1%
+77.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.2% | +8.5% | +8.4% |
| 7D | +5.9% | -1.6% | +7.5% | +7.4% |
| 30D | -30.8% | +4.9% | -35.6% | -33.0% |
| 3M | -29.9% | -4.5% | -25.5% | -27.9% |
| 6M | -27.5% | +7.7% | -35.1% | -31.4% |
| YTD | +37.5% | +14.5% | +22.9% | +26.0% |
| 1Y | +50.3% | +21.5% | +28.7% | +32.5% |
| 3Y | +204.9% | +91.2% | +113.7% | +98.3% |
| 5Y | +89.2% | +11.8% | +77.4% | +91.5% |
| All | +89.2% | +12.1% | +77.0% | +91.5% |
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 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