-71.8%
AAL vs KRE
+147.5%
-219.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.4% |
| 7D | -0.1% | +0.7% | -0.8% | -0.7% |
| 30D | +11.7% | +6.1% | +5.6% | +5.7% |
| 3M | -12.5% | -5.9% | -6.6% | -6.8% |
| 6M | +3.6% | +9.6% | -6.0% | -4.9% |
| YTD | -14.1% | +14.2% | -28.3% | -24.1% |
| 1Y | +0.8% | +22.5% | -21.7% | -17.0% |
| 3Y | +11.8% | +90.4% | -78.6% | -42.3% |
| 5Y | -35.1% | +11.9% | -47.0% | -44.5% |
| 10Y | -68.3% | +88.8% | -157.1% | -84.8% |
| All | -71.8% | +147.5% | -219.2% | -90.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling