+121.9%
KRE vs AG
+68.4%
+53.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.9% | +3.0% | +0.2% |
| 7D | -1.8% | -6.7% | +4.9% | -1.5% |
| 30D | -4.5% | +2.2% | -6.7% | -4.7% |
| 3M | +2.7% | +15.7% | -13.0% | +1.9% |
| 6M | +16.9% | -23.8% | +40.6% | +17.7% |
| YTD | +15.4% | +17.6% | -2.3% | +13.4% |
| 1Y | +16.1% | +88.6% | -72.5% | +11.2% |
| 3Y | +85.7% | +253.4% | -167.7% | +69.7% |
| 5Y | +33.3% | +62.4% | -29.2% | +24.3% |
| All | +121.9% | +68.4% | +53.6% | +103.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling