+99.2%
WMT vs KRE
+84.1%
+15.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.2% |
| 7D | -2.5% | -1.4% | -1.1% | -2.3% |
| 30D | -6.4% | -3.9% | -2.5% | -6.0% |
| 3M | -12.1% | +3.6% | -15.7% | -12.5% |
| 6M | -15.0% | +15.4% | -30.3% | -16.6% |
| YTD | -4.5% | +15.2% | -19.7% | -6.5% |
| 1Y | +6.2% | +16.5% | -10.3% | +3.7% |
| All | +99.2% | +84.1% | +15.1% | +85.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling