+86.4%
KRE vs ALB
-27.5%
+113.9%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.6% | -3.9% | -1.7% |
| 7D | +2.3% | -4.4% | +6.7% | +3.0% |
| 30D | -2.5% | -1.2% | -1.3% | -2.5% |
| 3M | +6.2% | -13.3% | +19.5% | +8.1% |
| 6M | +15.8% | -19.8% | +35.6% | +18.0% |
| YTD | +16.0% | -7.9% | +23.9% | +14.3% |
| 1Y | +16.2% | +60.2% | -44.0% | +1.7% |
| 3Y | +86.4% | -26.4% | +112.8% | +81.7% |
| All | +86.4% | -27.5% | +113.9% | +81.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling