+7.7%
KRE vs ADM
-8.0%
+15.7%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.3% | -2.5% | -0.1% |
| 7D | -1.6% | +0.1% | -1.7% | -1.6% |
| 30D | +4.9% | -11.8% | +16.7% | +4.3% |
| 3M | -4.5% | -11.3% | +6.8% | -4.6% |
| 6M | +7.7% | -10.0% | +17.7% | +8.3% |
| All | +7.7% | -8.0% | +15.7% | +8.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling