+20.7%
KRE vs AA
+6.8%
+13.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.5% |
| 7D | +0.3% | +5.3% | -5.0% | 0.0% |
| 30D | +5.0% | -2.3% | +7.3% | +5.1% |
| 3M | -5.7% | -20.8% | +15.1% | -4.8% |
| 6M | +7.5% | -39.8% | +47.3% | +10.4% |
| YTD | +13.8% | -23.3% | +37.1% | +11.4% |
| 1Y | +20.7% | +1.8% | +18.8% | +10.8% |
| All | +20.7% | +6.8% | +13.9% | +10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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