+152.5%
KRE vs AGI
+446.7%
-294.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -1.3% |
| 7D | +2.3% | +4.4% | -2.1% | +2.3% |
| 30D | -2.5% | +10.0% | -12.4% | -2.6% |
| 3M | +6.2% | +1.7% | +4.5% | +6.1% |
| 6M | +15.8% | -26.8% | +42.6% | +16.2% |
| YTD | +16.0% | -5.3% | +21.3% | +15.9% |
| 1Y | +16.2% | +11.5% | +4.7% | +15.7% |
| 3Y | +86.4% | +212.9% | -126.5% | +82.3% |
| 5Y | +33.0% | +388.8% | -355.8% | +29.0% |
| 10Y | +123.0% | +383.6% | -260.6% | +115.1% |
| All | +152.5% | +446.7% | -294.1% | +127.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling