+121.9%
KRE vs AGI
+392.3%
-270.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | +0.1% |
| 7D | -1.8% | -2.7% | +0.9% | -1.8% |
| 30D | -4.5% | +7.2% | -11.7% | -4.5% |
| 3M | +2.7% | +4.3% | -1.5% | +2.8% |
| 6M | +16.9% | -27.1% | +43.9% | +16.7% |
| YTD | +15.4% | -6.6% | +22.0% | +15.4% |
| 1Y | +16.1% | +9.5% | +6.6% | +16.3% |
| 3Y | +85.7% | +208.4% | -122.7% | +86.6% |
| 5Y | +33.3% | +401.6% | -368.4% | +34.9% |
| All | +121.9% | +392.3% | -270.4% | +132.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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