+146.7%
KRE vs ALK
+345.8%
-199.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.4% |
| 7D | +0.3% | +9.0% | -8.8% | -3.5% |
| 30D | +4.8% | -1.6% | +6.4% | +5.0% |
| 3M | -5.1% | -23.2% | +18.1% | +4.7% |
| 6M | +3.3% | -3.9% | +7.2% | +2.0% |
| YTD | +13.3% | -22.6% | +35.9% | +19.8% |
| 1Y | +22.9% | -5.3% | +28.2% | +18.7% |
| 3Y | +82.1% | +18.6% | +63.5% | +49.4% |
| 5Y | +11.0% | -34.4% | +45.4% | +15.2% |
| 10Y | +115.7% | -40.8% | +156.5% | +108.7% |
| All | +146.7% | +345.8% | -199.1% | -28.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling