+150.8%
KRE vs AEM
+760.2%
-609.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.4% | +0.6% |
| 7D | -1.4% | -5.0% | +3.6% | -1.2% |
| 30D | -3.9% | +8.5% | -12.4% | -4.3% |
| 3M | +3.6% | +29.3% | -25.6% | +2.2% |
| 6M | +15.4% | -12.9% | +28.3% | +15.8% |
| YTD | +15.2% | +16.8% | -1.5% | +13.9% |
| 1Y | +16.5% | +29.8% | -13.4% | +14.4% |
| 3Y | +85.2% | +336.7% | -251.6% | +70.4% |
| 5Y | +33.1% | +299.9% | -266.8% | +22.1% |
| 10Y | +123.1% | +362.2% | -239.2% | +98.0% |
| All | +150.8% | +760.2% | -609.4% | +75.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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