+384.5%
ALAB vs KRE
+65.3%
+319.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.2% | +5.2% | +4.7% |
| 7D | +9.6% | -1.1% | +10.7% | +10.4% |
| 30D | -5.3% | -3.4% | -1.9% | -3.3% |
| 3M | -12.0% | +3.7% | -15.8% | -14.3% |
| 6M | +145.7% | +14.8% | +131.0% | +124.1% |
| YTD | +80.7% | +14.7% | +66.0% | +64.5% |
| 1Y | +40.1% | +16.0% | +24.1% | +26.2% |
| All | +384.5% | +65.3% | +319.2% | +317.7% |
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 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