+11.8%
KRE vs ADM
+24.7%
-13.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.3% | -2.5% | -0.8% |
| 7D | -1.6% | +0.1% | -1.7% | -1.6% |
| 30D | +4.9% | -11.8% | +16.7% | +8.2% |
| 3M | -4.5% | -11.3% | +6.8% | -1.7% |
| 6M | +7.7% | -10.0% | +17.7% | +9.8% |
| YTD | +14.5% | +25.9% | -11.4% | +4.8% |
| 1Y | +21.5% | +26.7% | -5.1% | +10.9% |
| 3Y | +91.2% | +8.1% | +83.1% | +80.0% |
| 5Y | +11.8% | +23.5% | -11.7% | -5.8% |
| All | +11.8% | +24.7% | -13.0% | -5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling