-68.6%
AAL vs KRE
+86.5%
-155.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.3% |
| 7D | -0.1% | +0.7% | -0.8% | -0.6% |
| 30D | +11.7% | +6.1% | +5.6% | +6.2% |
| 3M | -12.5% | -5.9% | -6.6% | -7.3% |
| 6M | +3.6% | +9.6% | -6.0% | -4.1% |
| YTD | -14.1% | +14.2% | -28.3% | -23.2% |
| 1Y | +0.8% | +22.5% | -21.7% | -15.5% |
| 3Y | +11.8% | +90.4% | -78.6% | -38.4% |
| 5Y | -35.1% | +11.9% | -47.0% | -41.6% |
| All | -68.6% | +86.5% | -155.1% | -82.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling