+89.3%
KRE vs ALB
+35.3%
+54.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.5% |
| 7D | -1.6% | +1.1% | -2.6% | -2.0% |
| 30D | +4.9% | -2.6% | +7.5% | +5.4% |
| 3M | -4.5% | -25.6% | +21.1% | +2.8% |
| 6M | +7.7% | -54.0% | +61.7% | +31.7% |
| YTD | +14.5% | -31.6% | +46.1% | +21.0% |
| 1Y | +21.5% | -6.6% | +28.1% | +15.9% |
| 3Y | +91.2% | -14.0% | +105.2% | +67.8% |
| 5Y | +11.8% | -62.5% | +74.3% | +25.1% |
| 10Y | +89.3% | +36.3% | +53.0% | +15.5% |
| All | +89.3% | +35.3% | +54.0% | +15.5% |
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