+135.9%
WMT vs KRE
+32.1%
+103.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | 0.0% | -1.8% | +1.8% | +0.2% |
| 30D | -7.4% | -4.5% | -2.9% | -6.9% |
| 3M | -10.9% | +2.7% | -13.6% | -11.2% |
| 6M | -12.7% | +16.9% | -29.5% | -14.4% |
| YTD | -3.2% | +15.4% | -18.6% | -5.1% |
| 1Y | +5.3% | +16.1% | -10.8% | +3.0% |
| 3Y | +101.9% | +85.7% | +16.1% | +85.5% |
| All | +135.9% | +32.1% | +103.8% | +129.2% |
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