+1,188.5%
WDC vs KRE
+124.8%
+1,063.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.1% | -3.1% |
| 7D | -4.3% | -1.8% | -2.5% | -3.2% |
| 30D | -1.5% | -4.5% | +3.0% | +1.5% |
| 3M | -15.5% | +2.7% | -18.2% | -17.5% |
| 6M | +66.5% | +16.9% | +49.6% | +49.0% |
| YTD | +159.9% | +15.4% | +144.5% | +134.6% |
| 1Y | +366.0% | +16.1% | +349.9% | +314.2% |
| 3Y | +1,285.8% | +85.7% | +1,200.1% | +768.3% |
| 5Y | +925.6% | +33.3% | +892.3% | +697.7% |
| All | +1,188.5% | +124.8% | +1,063.7% | +625.3% |
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