+22.0%
KRE vs ALK
-5.3%
+27.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | +0.3% | +12.9% | -12.7% | -2.4% |
| 30D | +5.9% | +5.5% | +0.4% | +4.4% |
| 3M | -3.3% | -12.1% | +8.8% | -1.1% |
| 6M | +5.8% | +1.7% | +4.1% | +3.7% |
| YTD | +14.7% | -17.4% | +32.2% | +18.2% |
| 1Y | +22.0% | -1.9% | +23.9% | +18.6% |
| All | +22.0% | -5.3% | +27.3% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 1y: compounded portfolio wealth divided by compounded ALK 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…
1y analysis · Full analysis span regression · 6 months rolling