+416.0%
AAOI vs KRE
+124.8%
+291.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +1.9% |
| 7D | -0.2% | -1.8% | +1.7% | +1.0% |
| 30D | -23.7% | -4.5% | -19.2% | -21.3% |
| 3M | -39.0% | +2.7% | -41.8% | -40.4% |
| 6M | -17.0% | +16.9% | -33.9% | -26.3% |
| YTD | +202.2% | +15.4% | +186.9% | +164.4% |
| 1Y | +292.4% | +16.1% | +276.3% | +243.8% |
| 3Y | +804.4% | +85.7% | +718.7% | +539.8% |
| 5Y | +1,318.0% | +33.3% | +1,284.8% | +1,059.2% |
| All | +416.0% | +124.8% | +291.2% | +185.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling