-8.2%
AAL vs KRE
+83.2%
-91.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +1.2% |
| 7D | -1.3% | -1.1% | -0.2% | -0.4% |
| 30D | -13.7% | -3.4% | -10.3% | -11.1% |
| 3M | -8.2% | +3.7% | -11.9% | -10.8% |
| 6M | +13.1% | +14.8% | -1.7% | +0.9% |
| YTD | -15.6% | +14.7% | -30.2% | -24.4% |
| 1Y | +1.4% | +16.0% | -14.6% | -10.3% |
| All | -8.2% | +83.2% | -91.3% | -42.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling