+48.8%
AAOI vs KRE
+23.6%
+25.2%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.9% | -2.5% | -18.4% | -22.4% |
| 7D | -40.8% | -0.8% | -40.0% | -41.0% |
| 30D | -64.0% | +3.2% | -67.2% | -62.9% |
| 3M | -63.5% | -6.0% | -57.6% | -65.0% |
| 6M | -74.0% | +4.6% | -78.6% | -72.1% |
| YTD | +34.5% | +13.5% | +21.0% | +31.2% |
| 1Y | +48.8% | +22.2% | +26.6% | +39.6% |
| All | +48.8% | +23.6% | +25.2% | +39.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling