+348.8%
WFC vs KRE
+146.7%
+202.1%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.5% | +0.5% |
| 7D | +1.7% | +0.3% | +1.4% | +1.4% |
| 30D | +6.8% | +5.0% | +1.8% | +1.9% |
| 3M | -3.0% | -5.7% | +2.8% | +2.6% |
| 6M | +15.4% | +7.5% | +7.9% | +7.4% |
| YTD | -5.9% | +13.8% | -19.8% | -17.4% |
| 1Y | +1.7% | +20.7% | -19.0% | -15.9% |
| 3Y | +124.9% | +90.1% | +34.8% | +14.7% |
| 5Y | +90.5% | +11.5% | +79.0% | +57.9% |
| 10Y | +117.8% | +88.2% | +29.6% | -2.9% |
| All | +348.8% | +146.7% | +202.1% | +23.7% |
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