+86.4%
KRE vs ADM
+18.5%
+67.9%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.1% | -1.3% |
| 7D | +2.3% | -0.1% | +2.4% | +2.3% |
| 30D | -2.5% | +11.0% | -13.5% | -4.2% |
| 3M | +6.2% | +6.0% | +0.2% | +5.1% |
| 6M | +15.8% | +26.9% | -11.1% | +10.3% |
| YTD | +16.0% | +50.0% | -34.0% | +6.5% |
| 1Y | +16.2% | +39.6% | -23.4% | +8.1% |
| 3Y | +86.4% | +18.5% | +67.9% | +86.9% |
| All | +86.4% | +18.5% | +67.9% | +86.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling