+147.8%
KRE vs AA
-29.5%
+177.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.1% |
| 7D | +0.3% | +5.3% | -5.0% | -1.5% |
| 30D | +5.0% | -2.3% | +7.3% | +5.5% |
| 3M | -5.7% | -20.8% | +15.1% | +0.9% |
| 6M | +7.5% | -39.8% | +47.3% | +23.7% |
| YTD | +13.8% | -23.3% | +37.1% | +17.7% |
| 1Y | +20.7% | +1.8% | +18.8% | +12.5% |
| 3Y | +90.1% | +69.5% | +20.6% | +36.6% |
| 5Y | +11.5% | -18.0% | +29.5% | -7.6% |
| 10Y | +88.2% | +45.7% | +42.6% | -2.8% |
| All | +147.8% | -29.5% | +177.4% | +21.6% |
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