+654.6%
APP vs KRE
+88.8%
+565.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +1.9% |
| 7D | +0.9% | +1.3% | -0.4% | +0.2% |
| 30D | -23.3% | -2.7% | -20.6% | -22.1% |
| 3M | -42.6% | +8.2% | -50.8% | -44.9% |
| 6M | -33.6% | +12.8% | -46.4% | -37.9% |
| YTD | -52.4% | +17.5% | -69.9% | -56.5% |
| 1Y | -35.9% | +16.6% | -52.5% | -41.4% |
| All | +654.6% | +88.8% | +565.8% | +410.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling