+155.8%
KRE vs ALB
+627.8%
-472.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.4% | +5.0% | +2.2% |
| 7D | +1.3% | -8.1% | +9.4% | +4.4% |
| 30D | -2.7% | +6.3% | -8.9% | -5.4% |
| 3M | +8.2% | -23.6% | +31.8% | +17.7% |
| 6M | +12.8% | -24.6% | +37.4% | +20.6% |
| YTD | +17.5% | -10.3% | +27.8% | +15.2% |
| 1Y | +16.6% | +61.5% | -44.9% | -12.0% |
| 3Y | +79.5% | -34.0% | +113.4% | +73.2% |
| 5Y | +32.4% | -44.6% | +77.0% | +26.1% |
| 10Y | +124.1% | +76.1% | +48.0% | +3.9% |
| All | +155.8% | +627.8% | -472.1% | -50.5% |
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 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