+2.1%
AAL vs KRE
+17.8%
-15.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +0.7% |
| 7D | -3.7% | +1.3% | -5.0% | -5.0% |
| 30D | -20.8% | -2.7% | -18.1% | -18.6% |
| 3M | -1.3% | +8.2% | -9.5% | -8.3% |
| 6M | +5.4% | +12.8% | -7.4% | -6.1% |
| YTD | -14.4% | +17.5% | -31.8% | -25.2% |
| 1Y | +2.1% | +16.6% | -14.5% | -13.7% |
| All | +2.1% | +17.8% | -15.7% | -13.7% |
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