+152.5%
KRE vs AIG
-89.6%
+242.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | -0.7% |
| 7D | +2.3% | -1.6% | +3.9% | +2.8% |
| 30D | -2.5% | -5.2% | +2.7% | -1.1% |
| 3M | +6.2% | +1.5% | +4.8% | +5.7% |
| 6M | +15.8% | -3.9% | +19.8% | +16.9% |
| YTD | +16.0% | -11.6% | +27.6% | +19.5% |
| 1Y | +16.2% | -2.9% | +19.1% | +16.5% |
| 3Y | +86.4% | +33.7% | +52.7% | +71.3% |
| 5Y | +33.0% | +52.7% | -19.7% | +18.7% |
| 10Y | +123.0% | +62.6% | +60.4% | +93.0% |
| All | +152.5% | -89.6% | +242.1% | +316.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling