+148.6%
KRE vs AA
-30.8%
+179.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.9% |
| 7D | +0.7% | +0.5% | +0.2% | +0.5% |
| 30D | +6.1% | -0.6% | +6.7% | +6.0% |
| 3M | -5.9% | -19.7% | +13.7% | +0.3% |
| 6M | +9.6% | -41.6% | +51.2% | +27.4% |
| YTD | +14.2% | -24.6% | +38.8% | +18.7% |
| 1Y | +22.5% | +4.9% | +17.6% | +13.1% |
| 3Y | +90.4% | +66.8% | +23.5% | +37.5% |
| 5Y | +11.9% | -19.4% | +31.3% | -6.7% |
| 10Y | +88.8% | +43.1% | +45.7% | -1.9% |
| All | +148.6% | -30.8% | +179.4% | +22.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling