+500.0%
APP vs KRE
+23.8%
+476.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.2% | +10.0% | +9.9% |
| 7D | +71.2% | +0.3% | +70.9% | +70.3% |
| 30D | +39.1% | +4.8% | +34.3% | +34.9% |
| 3M | +16.5% | -5.1% | +21.6% | +19.4% |
| 6M | -16.6% | +3.3% | -19.8% | -18.5% |
| YTD | -41.9% | +13.3% | -55.3% | -46.5% |
| 1Y | -37.0% | +22.9% | -59.9% | -44.8% |
| 3Y | +892.4% | +82.1% | +810.3% | +566.9% |
| 5Y | +297.3% | +11.0% | +286.3% | +270.6% |
| All | +500.0% | +23.8% | +476.2% | +467.0% |
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