+367.9%
APP vs KRE
+25.2%
+342.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.1% | -1.6% |
| 7D | -4.4% | -1.1% | -3.3% | -3.8% |
| 30D | -10.0% | -3.4% | -6.6% | -8.3% |
| 3M | -41.4% | +3.7% | -45.1% | -42.6% |
| 6M | -41.0% | +14.8% | -55.8% | -45.7% |
| YTD | -54.7% | +14.7% | -69.4% | -58.4% |
| 1Y | -45.3% | +16.0% | -61.4% | -50.5% |
| 3Y | +624.3% | +84.3% | +540.0% | +384.6% |
| 5Y | +329.1% | +30.9% | +298.3% | +302.3% |
| All | +367.9% | +25.2% | +342.7% | +341.1% |
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 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