+84.6%
KRE vs AIG
+33.4%
+51.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.6% | -1.4% |
| 7D | -1.1% | -1.4% | +0.4% | -0.3% |
| 30D | -3.4% | -3.3% | -0.1% | -1.7% |
| 3M | +3.7% | +2.2% | +1.5% | +2.1% |
| 6M | +14.8% | -2.1% | +16.9% | +15.4% |
| YTD | +14.7% | -11.2% | +25.8% | +21.3% |
| 1Y | +16.0% | -2.1% | +18.1% | +15.2% |
| All | +84.6% | +33.4% | +51.2% | +43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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