+13.0%
KRE vs ALC
-9.1%
+22.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | 0.0% |
| 7D | +0.3% | +2.3% | -2.0% | -0.6% |
| 30D | +5.9% | +15.5% | -9.6% | +0.3% |
| 3M | -3.3% | +0.6% | -3.9% | -3.8% |
| 6M | +5.8% | +18.4% | -12.5% | -1.2% |
| YTD | +14.7% | -5.6% | +20.3% | +15.9% |
| 1Y | +22.0% | 0.0% | +22.0% | +20.3% |
| 3Y | +91.6% | +2.8% | +88.8% | +81.7% |
| 5Y | +13.0% | -8.8% | +21.7% | +9.3% |
| All | +13.0% | -9.1% | +22.1% | +9.3% |
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 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