+4,206.6%
WDC vs KRE
+154.6%
+4,052.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.5% | +5.3% | +5.5% |
| 7D | +1.7% | +1.3% | +0.4% | +0.9% |
| 30D | -10.0% | -2.7% | -7.3% | -8.3% |
| 3M | -18.8% | +8.2% | -26.9% | -23.1% |
| 6M | +79.0% | +12.8% | +66.2% | +64.8% |
| YTD | +171.6% | +17.5% | +154.1% | +143.8% |
| 1Y | +417.4% | +16.6% | +400.8% | +361.4% |
| 3Y | +1,251.8% | +79.5% | +1,172.3% | +792.8% |
| 5Y | +911.7% | +32.4% | +879.3% | +696.4% |
| 10Y | +1,399.6% | +124.1% | +1,275.5% | +721.9% |
| All | +4,206.6% | +154.6% | +4,052.0% | +1,980.1% |
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