+15.9%
KRE vs AG
+130.7%
-114.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.1% | -3.2% | -1.2% |
| 7D | -1.1% | -0.1% | -1.0% | -1.1% |
| 30D | -3.4% | +12.5% | -15.8% | -3.5% |
| 3M | +3.7% | +28.2% | -24.5% | +3.2% |
| 6M | +14.8% | -18.8% | +33.6% | +14.8% |
| YTD | +14.7% | +27.4% | -12.7% | +14.5% |
| All | +15.9% | +130.7% | -114.8% | +17.0% |
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