+151.0%
KRE vs ALB
+473.2%
-322.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.9% | +1.8% |
| 7D | -0.4% | +9.5% | -9.8% | -3.7% |
| 30D | +6.4% | -2.1% | +8.6% | +6.9% |
| 3M | -3.1% | -24.1% | +21.1% | +6.1% |
| 6M | +6.4% | -51.0% | +57.4% | +35.2% |
| YTD | +15.3% | -29.3% | +44.6% | +22.5% |
| 1Y | +23.3% | +3.2% | +20.1% | +11.8% |
| 3Y | +93.6% | -9.3% | +103.0% | +59.3% |
| 5Y | +13.2% | -61.6% | +74.8% | +25.1% |
| 10Y | +103.1% | +40.8% | +62.3% | +1.8% |
| All | +151.0% | +473.2% | -322.2% | -47.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling