+128.5%
WFC vs KRE
+30.1%
+98.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.8% |
| 7D | +0.4% | -1.1% | +1.5% | +1.2% |
| 30D | +2.5% | -3.4% | +5.8% | +5.1% |
| 3M | +10.0% | +3.7% | +6.3% | +6.9% |
| 6M | +15.1% | +14.8% | +0.3% | +3.8% |
| YTD | -2.2% | +14.7% | -16.9% | -11.8% |
| 1Y | +13.5% | +16.0% | -2.6% | +1.1% |
| 3Y | +135.2% | +84.3% | +51.0% | +47.6% |
| All | +128.5% | +30.1% | +98.3% | +101.3% |
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 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