+21.5%
KRE vs ALB
-5.3%
+26.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.2% |
| 7D | -1.6% | +1.1% | -2.6% | -1.6% |
| 30D | +4.9% | -2.6% | +7.5% | +4.9% |
| 3M | -4.5% | -25.6% | +21.1% | -3.9% |
| 6M | +7.7% | -54.0% | +61.7% | +10.0% |
| YTD | +14.5% | -31.6% | +46.1% | +14.0% |
| 1Y | +21.5% | -6.6% | +28.1% | +19.3% |
| All | +21.5% | -5.3% | +26.8% | +19.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling