+86.4%
KRE vs AG
+272.3%
-185.9%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.2% | -1.2% |
| 7D | +2.3% | +4.5% | -2.2% | +2.1% |
| 30D | -2.5% | +12.9% | -15.4% | -3.1% |
| 3M | +6.2% | +20.9% | -14.7% | +5.0% |
| 6M | +15.8% | -19.5% | +35.3% | +16.5% |
| YTD | +16.0% | +24.8% | -8.8% | +13.3% |
| 1Y | +16.2% | +120.2% | -104.1% | +8.7% |
| 3Y | +86.4% | +279.0% | -192.6% | +59.5% |
| All | +86.4% | +272.3% | -185.9% | +59.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling