+89.8%
KRE vs ADP
+45.5%
+44.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.8% |
| 7D | +0.3% | +0.3% | 0.0% | +0.2% |
| 30D | +5.0% | +11.6% | -6.6% | +0.6% |
| 3M | -5.7% | +15.1% | -20.8% | -10.9% |
| 6M | +7.5% | +46.0% | -38.5% | -9.0% |
| YTD | +13.8% | +22.4% | -8.5% | +7.3% |
| 1Y | +20.7% | +24.5% | -3.8% | +12.3% |
| All | +89.8% | +45.5% | +44.3% | +57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 ADP 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