+881.2%
WMT vs KRE
+148.5%
+732.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +0.9% | 0.0% |
| 7D | -0.2% | -1.1% | +0.8% | 0.0% |
| 30D | -5.8% | -3.4% | -2.4% | -5.2% |
| 3M | -10.8% | +3.7% | -14.5% | -11.5% |
| 6M | -14.3% | +14.8% | -29.1% | -16.8% |
| YTD | -4.4% | +14.7% | -19.1% | -7.3% |
| 1Y | +4.3% | +16.0% | -11.7% | +0.8% |
| 3Y | +100.1% | +84.3% | +15.8% | +73.1% |
| 5Y | +130.8% | +30.9% | +100.0% | +110.3% |
| 10Y | +433.7% | +122.0% | +311.8% | +305.8% |
| All | +881.2% | +148.5% | +732.7% | +604.1% |
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