+122.0%
KRE vs ALB
+80.1%
+41.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.7% | -0.4% |
| 7D | -1.1% | -8.6% | +7.5% | +1.3% |
| 30D | -3.4% | -4.0% | +0.6% | -2.6% |
| 3M | +3.7% | -17.4% | +21.1% | +8.3% |
| 6M | +14.8% | -25.4% | +40.1% | +21.3% |
| YTD | +14.7% | -10.5% | +25.2% | +13.0% |
| 1Y | +16.0% | +75.8% | -59.8% | -9.0% |
| 3Y | +84.3% | -28.5% | +112.8% | +77.7% |
| 5Y | +30.9% | -45.1% | +76.0% | +29.7% |
| 10Y | +122.0% | +87.3% | +34.6% | +20.6% |
| All | +122.0% | +80.1% | +41.9% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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