+33.0%
KRE vs ALC
-15.6%
+48.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | -0.6% |
| 7D | +2.3% | -3.7% | +6.0% | +3.7% |
| 30D | -2.5% | -3.7% | +1.3% | -1.2% |
| 3M | +6.2% | +4.6% | +1.7% | +4.1% |
| 6M | +15.8% | -14.6% | +30.4% | +21.8% |
| YTD | +16.0% | -11.9% | +27.9% | +20.3% |
| 1Y | +16.2% | -13.1% | +29.3% | +20.9% |
| 3Y | +86.4% | -15.0% | +101.4% | +91.4% |
| 5Y | +33.0% | -16.2% | +49.1% | +30.9% |
| All | +33.0% | -15.6% | +48.6% | +30.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling