+70.6%
KRE vs ALC
+17.1%
+53.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.2% | +1.7% |
| 7D | -1.4% | -7.7% | +6.3% | +2.1% |
| 30D | -3.9% | -11.7% | +7.8% | +1.5% |
| 3M | +3.6% | +0.7% | +3.0% | +2.8% |
| 6M | +15.4% | -17.1% | +32.5% | +24.3% |
| YTD | +15.2% | -15.1% | +30.4% | +22.4% |
| 1Y | +16.5% | -14.1% | +30.6% | +22.6% |
| 3Y | +85.2% | -18.2% | +103.3% | +94.1% |
| 5Y | +33.1% | -19.2% | +52.3% | +37.1% |
| All | +70.6% | +17.1% | +53.6% | +30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ALC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling