+400.4%
ALAB vs KRE
+69.4%
+331.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +0.5% | +9.2% | +9.5% |
| 7D | +7.2% | +1.3% | +5.9% | +6.5% |
| 30D | -2.5% | -2.7% | +0.2% | -1.0% |
| 3M | -13.3% | +8.2% | -21.5% | -17.6% |
| 6M | +172.8% | +12.8% | +160.0% | +151.5% |
| YTD | +86.6% | +17.5% | +69.1% | +67.6% |
| 1Y | +65.2% | +16.6% | +48.6% | +48.7% |
| All | +400.4% | +69.4% | +331.0% | +325.5% |
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