+90.9%
KRE vs AA
+73.1%
+17.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.7% | -2.8% | -0.7% |
| 7D | -1.6% | +1.1% | -2.7% | -1.9% |
| 30D | +4.9% | -1.3% | +6.1% | +5.0% |
| 3M | -4.5% | -23.9% | +19.4% | +0.1% |
| 6M | +7.7% | -36.8% | +44.5% | +16.0% |
| YTD | +14.5% | -22.2% | +36.7% | +15.4% |
| 1Y | +21.5% | +10.4% | +11.2% | +11.6% |
| All | +90.9% | +73.1% | +17.8% | +37.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling