+121.9%
KRE vs AFL
+303.3%
-181.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.4% |
| 7D | -1.8% | -1.6% | -0.2% | -0.6% |
| 30D | -4.5% | -4.0% | -0.5% | -1.6% |
| 3M | +2.7% | -0.5% | +3.2% | +2.8% |
| 6M | +16.9% | +6.5% | +10.3% | +10.6% |
| YTD | +15.4% | +6.2% | +9.2% | +9.2% |
| 1Y | +16.1% | +8.3% | +7.8% | +8.1% |
| 3Y | +85.7% | +62.5% | +23.2% | +22.4% |
| 5Y | +33.3% | +136.2% | -102.9% | -34.8% |
| All | +121.9% | +303.3% | -181.3% | -25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 10y: compounded portfolio wealth divided by compounded AFL 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…
10y analysis · Full analysis span regression · 6 months rolling