+3.9%
WFC vs KRE
+21.5%
-17.6%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.1% |
| 7D | +2.5% | +0.7% | +1.8% | +1.9% |
| 30D | +7.0% | +6.1% | +0.9% | +2.2% |
| 3M | -1.8% | -5.9% | +4.2% | +2.9% |
| 6M | +18.4% | +9.6% | +8.8% | +10.3% |
| YTD | -5.6% | +14.2% | -19.8% | -12.5% |
| 1Y | +3.9% | +22.5% | -18.6% | -6.9% |
| All | +3.9% | +21.5% | -17.6% | -6.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling