+7.0%
WMT vs KRE
+17.8%
-10.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.2% |
| 7D | +3.9% | +1.3% | +2.6% | +3.8% |
| 30D | -4.4% | -2.7% | -1.7% | -4.2% |
| 3M | -8.8% | +8.2% | -17.0% | -9.4% |
| 6M | -15.6% | +12.8% | -28.5% | -16.6% |
| YTD | -3.2% | +17.5% | -20.7% | -5.4% |
| 1Y | +7.0% | +16.6% | -9.5% | +4.7% |
| All | +7.0% | +17.8% | -10.7% | +4.7% |
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 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