+155.8%
KRE vs AA
-13.2%
+168.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +1.2% |
| 7D | +1.3% | -0.7% | +2.0% | +1.5% |
| 30D | -2.7% | +5.0% | -7.7% | -4.7% |
| 3M | +8.2% | -35.8% | +44.0% | +23.3% |
| 6M | +12.8% | -18.4% | +31.2% | +16.4% |
| YTD | +17.5% | -5.5% | +23.0% | +14.0% |
| 1Y | +16.6% | +61.0% | -44.4% | -7.8% |
| 3Y | +79.5% | +66.2% | +13.2% | +30.2% |
| 5Y | +32.4% | +11.4% | +21.0% | -2.4% |
| 10Y | +124.1% | +116.9% | +7.3% | 0.0% |
| All | +155.8% | -13.2% | +168.9% | +17.8% |
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 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