+67.1%
V vs KRE
+32.0%
+35.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.3% |
| 7D | -1.1% | +2.3% | -3.4% | -1.8% |
| 30D | +1.9% | -2.5% | +4.4% | +2.7% |
| 3M | +15.5% | +6.2% | +9.3% | +13.2% |
| 6M | +16.6% | +15.8% | +0.8% | +10.9% |
| YTD | +5.7% | +16.0% | -10.3% | +0.3% |
| 1Y | +8.6% | +16.2% | -7.6% | +2.7% |
| 3Y | +52.5% | +86.4% | -33.9% | +20.2% |
| 5Y | +67.1% | +33.0% | +34.2% | +54.7% |
| All | +67.1% | +32.0% | +35.2% | +54.7% |
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 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