-34.4%
AAL vs KRE
+11.1%
-45.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.6% | -5.0% | -5.1% |
| 7D | +2.9% | +0.3% | +2.6% | +2.8% |
| 30D | +6.5% | +5.0% | +1.5% | +2.5% |
| 3M | -10.9% | -5.7% | -5.1% | -6.0% |
| 6M | +4.9% | +7.5% | -2.6% | -0.8% |
| YTD | -13.2% | +13.8% | -27.0% | -21.3% |
| 1Y | -1.1% | +20.7% | -21.8% | -14.7% |
| 3Y | +12.8% | +90.1% | -77.3% | -33.1% |
| 5Y | -34.4% | +11.5% | -45.9% | -28.6% |
| All | -34.4% | +11.1% | -45.5% | -28.6% |
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 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