+567.0%
WDC vs KRE
+11.4%
+555.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.3% | -5.3% | -5.2% |
| 7D | +12.1% | +0.7% | +11.3% | +11.7% |
| 30D | -18.8% | +6.1% | -24.9% | -21.3% |
| 3M | -39.3% | -5.9% | -33.4% | -37.4% |
| 6M | -40.1% | +9.6% | -49.7% | -43.7% |
| YTD | +71.8% | +14.2% | +57.6% | +58.1% |
| 1Y | +88.5% | +22.5% | +66.0% | +66.7% |
| 3Y | +770.0% | +90.4% | +679.6% | +482.9% |
| All | +567.0% | +11.4% | +555.6% | +560.6% |
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