+391.7%
APP vs KRE
+28.3%
+363.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +1.9% |
| 7D | +0.9% | +1.3% | -0.4% | +0.1% |
| 30D | -23.3% | -2.7% | -20.6% | -22.0% |
| 3M | -42.6% | +8.2% | -50.8% | -45.2% |
| 6M | -33.6% | +12.8% | -46.4% | -38.3% |
| YTD | -52.4% | +17.5% | -69.9% | -56.9% |
| 1Y | -35.9% | +16.6% | -52.5% | -42.0% |
| 3Y | +642.2% | +79.5% | +562.7% | +404.9% |
| 5Y | +311.1% | +32.4% | +278.7% | +279.3% |
| All | +391.7% | +28.3% | +363.3% | +357.0% |
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