+155.8%
KRE vs AEP
+707.0%
-551.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | +1.3% | +1.8% | -0.5% | +0.4% |
| 30D | -2.7% | -0.8% | -1.9% | -2.3% |
| 3M | +8.2% | -1.8% | +10.0% | +8.9% |
| 6M | +12.8% | -5.4% | +18.2% | +15.6% |
| YTD | +17.5% | +10.4% | +7.0% | +10.5% |
| 1Y | +16.6% | +18.2% | -1.6% | +5.1% |
| 3Y | +79.5% | +79.0% | +0.5% | +24.9% |
| 5Y | +32.4% | +64.8% | -32.4% | -5.7% |
| 10Y | +124.1% | +170.8% | -46.7% | +11.9% |
| All | +155.8% | +707.0% | -551.2% | -47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 AEP 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