+16.0%
KRE vs ALB
+69.7%
-53.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.7% | -1.0% |
| 7D | -1.1% | -8.6% | +7.5% | -0.7% |
| 30D | -3.4% | -4.0% | +0.6% | -3.2% |
| 3M | +3.7% | -17.4% | +21.1% | +4.7% |
| 6M | +14.8% | -25.4% | +40.1% | +15.6% |
| YTD | +14.7% | -10.5% | +25.2% | +12.7% |
| 1Y | +16.0% | +75.8% | -59.8% | +6.2% |
| All | +16.0% | +69.7% | -53.6% | +6.2% |
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