-43.0%
APP vs KRE
+16.1%
-59.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.3% | -1.4% | -2.3% |
| 7D | +0.1% | +2.3% | -2.2% | -0.5% |
| 30D | -10.0% | -2.5% | -7.5% | -9.5% |
| 3M | -44.6% | +6.2% | -50.9% | -45.1% |
| 6M | -37.9% | +15.8% | -53.7% | -39.8% |
| YTD | -53.7% | +16.0% | -69.7% | -53.9% |
| 1Y | -43.0% | +16.2% | -59.1% | -45.3% |
| All | -43.0% | +16.1% | -59.1% | -45.3% |
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