+37.8%
ALAB vs KRE
+21.7%
+16.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.2% | +7.0% | +6.8% |
| 7D | +3.4% | -1.6% | +5.0% | +3.7% |
| 30D | -28.8% | +4.9% | -33.6% | -28.9% |
| 3M | -26.0% | -4.5% | -21.5% | -24.6% |
| 6M | +11.4% | +7.7% | +3.7% | +9.0% |
| YTD | +38.8% | +14.5% | +24.3% | +34.8% |
| 1Y | +37.8% | +21.5% | +16.3% | +28.1% |
| All | +37.8% | +21.7% | +16.2% | +28.1% |
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 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