+33.0%
KRE vs ADP
+47.6%
-14.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.5% | +2.2% | +0.5% |
| 7D | +2.3% | -5.5% | +7.8% | +5.2% |
| 30D | -2.5% | -1.2% | -1.3% | -2.1% |
| 3M | +6.2% | +17.9% | -11.6% | -3.3% |
| 6M | +15.8% | +20.3% | -4.5% | +3.5% |
| YTD | +16.0% | +5.8% | +10.2% | +11.9% |
| 1Y | +16.2% | -7.7% | +23.9% | +22.1% |
| 3Y | +86.4% | +14.7% | +71.7% | +69.7% |
| 5Y | +33.0% | +45.8% | -12.8% | +5.0% |
| All | +33.0% | +47.6% | -14.6% | +5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling