+91.6%
KRE vs ALC
+3.6%
+88.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | 0.0% |
| 7D | +0.3% | +2.3% | -2.0% | -0.5% |
| 30D | +5.9% | +15.5% | -9.6% | +1.1% |
| 3M | -3.3% | +0.6% | -3.9% | -3.7% |
| 6M | +5.8% | +18.4% | -12.5% | -0.3% |
| YTD | +14.7% | -5.6% | +20.3% | +15.8% |
| 1Y | +22.0% | 0.0% | +22.0% | +20.5% |
| 3Y | +91.6% | +2.8% | +88.8% | +82.9% |
| All | +91.6% | +3.6% | +88.0% | +82.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling