+2,642.4%
TER vs KRE
+154.6%
+2,487.8%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.5% | +5.0% | +5.1% |
| 7D | +0.6% | +1.3% | -0.7% | -0.2% |
| 30D | -8.3% | -2.7% | -5.6% | -6.5% |
| 3M | -12.2% | +8.2% | -20.4% | -16.8% |
| 6M | +17.1% | +12.8% | +4.3% | +8.9% |
| YTD | +84.7% | +17.5% | +67.2% | +67.4% |
| 1Y | +199.9% | +16.6% | +183.3% | +171.9% |
| 3Y | +232.8% | +79.5% | +153.3% | +125.2% |
| 5Y | +198.6% | +32.4% | +166.2% | +140.1% |
| 10Y | +1,669.7% | +124.1% | +1,545.6% | +793.8% |
| All | +2,642.4% | +154.6% | +2,487.8% | +1,040.8% |
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