+90.5%
WFC vs KRE
+11.1%
+79.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.5% | +0.4% |
| 7D | +1.7% | +0.3% | +1.4% | +1.5% |
| 30D | +6.8% | +5.0% | +1.8% | +3.0% |
| 3M | -3.0% | -5.7% | +2.8% | +1.4% |
| 6M | +15.4% | +7.5% | +7.9% | +9.2% |
| YTD | -5.9% | +13.8% | -19.8% | -14.8% |
| 1Y | +1.7% | +20.7% | -19.0% | -12.0% |
| 3Y | +124.9% | +90.1% | +34.8% | +37.1% |
| 5Y | +90.5% | +11.5% | +79.0% | +87.6% |
| All | +90.5% | +11.1% | +79.4% | +87.6% |
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