+149.6%
KRE vs AFL
+702.6%
-553.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -0.9% |
| 7D | -1.1% | -2.1% | +1.1% | +0.2% |
| 30D | -3.4% | -5.4% | +2.0% | -0.1% |
| 3M | +3.7% | -0.3% | +4.0% | +3.6% |
| 6M | +14.8% | +5.2% | +9.6% | +10.8% |
| YTD | +14.7% | +5.7% | +9.0% | +10.2% |
| 1Y | +16.0% | +10.2% | +5.8% | +8.7% |
| 3Y | +84.3% | +63.4% | +20.8% | +34.2% |
| 5Y | +30.9% | +133.0% | -102.1% | -22.5% |
| 10Y | +122.0% | +299.5% | -177.6% | -3.4% |
| All | +149.6% | +702.6% | -553.0% | -29.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling