-64.8%
AAL vs KRE
+124.8%
-189.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.1% |
| 7D | -0.9% | -1.8% | +0.9% | +0.7% |
| 30D | -12.9% | -4.5% | -8.4% | -9.2% |
| 3M | -11.2% | +2.7% | -13.9% | -13.2% |
| 6M | +17.8% | +16.9% | +1.0% | +2.9% |
| YTD | -15.1% | +15.4% | -30.5% | -24.9% |
| 1Y | +0.5% | +16.1% | -15.6% | -11.9% |
| 3Y | -7.7% | +85.7% | -93.4% | -47.9% |
| 5Y | -31.3% | +33.3% | -64.6% | -48.0% |
| All | -64.8% | +124.8% | -189.6% | -81.6% |
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