-35.9%
AAL vs KRE
+31.8%
-67.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -11.2% |
| 3M | -8.2% | +3.7% | -11.9% | -10.7% |
| 6M | +13.1% | +14.8% | -1.7% | +1.3% |
| YTD | -15.6% | +14.7% | -30.2% | -24.1% |
| 1Y | +1.4% | +16.0% | -14.6% | -9.9% |
| 3Y | -7.4% | +84.3% | -91.7% | -43.7% |
| 5Y | -35.9% | +30.9% | -66.8% | -41.4% |
| All | -35.9% | +31.8% | -67.7% | -41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling