+16.1%
KRE vs AEE
+8.8%
+7.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.1% |
| 7D | -1.8% | -0.8% | -1.0% | -1.7% |
| 30D | -4.5% | -2.9% | -1.6% | -3.9% |
| 3M | +2.7% | -2.4% | +5.1% | +3.1% |
| 6M | +16.9% | -2.7% | +19.6% | +17.3% |
| YTD | +15.4% | +7.3% | +8.1% | +14.7% |
| 1Y | +16.1% | +7.5% | +8.5% | +14.5% |
| All | +16.1% | +8.8% | +7.3% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 1y: compounded portfolio wealth divided by compounded AEE 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…
1y analysis · Full analysis span regression · 6 months rolling