+11.4%
KRE vs ADP
+49.5%
-38.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.3% | 0.0% |
| 7D | +0.7% | +2.2% | -1.4% | -0.3% |
| 30D | +6.1% | +10.6% | -4.4% | +0.8% |
| 3M | -5.9% | +12.9% | -18.8% | -11.9% |
| 6M | +9.6% | +50.6% | -41.0% | -13.0% |
| YTD | +14.2% | +23.2% | -9.0% | +1.8% |
| 1Y | +22.5% | +25.3% | -2.8% | +8.0% |
| 3Y | +90.4% | +47.1% | +43.2% | +50.9% |
| All | +11.4% | +49.5% | -38.0% | -14.7% |
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