+957.8%
AAOI vs KRE
+179.2%
+778.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +1.9% |
| 7D | -0.2% | -1.8% | +1.7% | +1.1% |
| 30D | -23.7% | -4.5% | -19.2% | -21.2% |
| 3M | -39.0% | +2.7% | -41.8% | -40.5% |
| 6M | -17.0% | +16.9% | -33.9% | -26.7% |
| YTD | +202.2% | +15.4% | +186.9% | +162.6% |
| 1Y | +292.4% | +16.1% | +276.3% | +241.5% |
| 3Y | +804.4% | +85.7% | +718.7% | +523.6% |
| 5Y | +1,318.0% | +33.3% | +1,284.8% | +1,045.6% |
| 10Y | +436.7% | +123.3% | +313.4% | +166.4% |
| All | +957.8% | +179.2% | +778.6% | +380.1% |
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