+16.6%
KRE vs ADM
+40.7%
-24.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.3% | +0.5% |
| 7D | +1.3% | +3.8% | -2.5% | +1.3% |
| 30D | -2.7% | +9.8% | -12.4% | -2.6% |
| 3M | +8.2% | +2.1% | +6.1% | +8.2% |
| 6M | +12.8% | +27.5% | -14.7% | +11.4% |
| YTD | +17.5% | +50.2% | -32.7% | +13.7% |
| 1Y | +16.6% | +40.6% | -24.0% | +12.7% |
| All | +16.6% | +40.7% | -24.1% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 1y: compounded portfolio wealth divided by compounded ADM 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…
1y analysis · Full analysis span regression · 6 months rolling