+149.3%
KRE vs ADP
+1,317.7%
-1,168.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.4% |
| 7D | -1.6% | +0.9% | -2.5% | -2.4% |
| 30D | +4.9% | +11.9% | -7.0% | -4.2% |
| 3M | -4.5% | +13.7% | -18.2% | -14.3% |
| 6M | +7.7% | +46.8% | -39.1% | -22.3% |
| YTD | +14.5% | +21.8% | -7.2% | -5.6% |
| 1Y | +21.5% | +23.5% | -2.0% | -1.1% |
| 3Y | +91.2% | +44.1% | +47.2% | +35.2% |
| 5Y | +11.8% | +49.9% | -38.1% | -25.9% |
| 10Y | +89.3% | +318.8% | -229.4% | -54.1% |
| All | +149.3% | +1,317.7% | -1,168.4% | -81.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling