+506.6%
APP vs KRE
+25.3%
+481.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.0% | -3.3% |
| 7D | +61.1% | +0.3% | +60.8% | +60.4% |
| 30D | +42.8% | +5.9% | +36.9% | +37.7% |
| 3M | +16.7% | -3.3% | +20.0% | +18.4% |
| 6M | -15.6% | +5.8% | -21.4% | -18.7% |
| YTD | -41.3% | +14.7% | -56.0% | -46.3% |
| 1Y | -39.3% | +22.0% | -61.3% | -46.5% |
| 3Y | +803.2% | +91.6% | +711.6% | +489.1% |
| 5Y | +313.2% | +13.0% | +300.2% | +283.0% |
| All | +506.6% | +25.3% | +481.3% | +469.6% |
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