+26.9%
KRE vs AG
+29.4%
-2.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +9.1% | -7.4% | +1.4% |
| 7D | +2.8% | -2.6% | +5.4% | +2.8% |
| 30D | +5.3% | -12.1% | +17.4% | +5.6% |
| 3M | -4.2% | -6.6% | +2.4% | -4.2% |
| 6M | +8.7% | -20.5% | +29.1% | +9.1% |
| YTD | +16.4% | -7.4% | +23.8% | +15.7% |
| 1Y | +26.9% | +33.4% | -6.5% | +25.3% |
| All | +26.9% | +29.4% | -2.5% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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