+11.8%
KRE vs AA
-11.0%
+22.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.6% |
| 6M | +7.7% | -36.8% | +44.5% | +16.7% |
| YTD | +14.5% | -22.2% | +36.7% | +16.4% |
| 1Y | +21.5% | +10.4% | +11.2% | +13.0% |
| 3Y | +91.2% | +72.0% | +19.2% | +51.3% |
| 5Y | +11.8% | -15.6% | +27.4% | -8.7% |
| All | +11.8% | -11.0% | +22.7% | -8.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling