+123.0%
KRE vs ALLE
+148.2%
-25.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -0.8% |
| 7D | +2.3% | +2.8% | -0.5% | +0.6% |
| 30D | -2.5% | -7.6% | +5.1% | +2.4% |
| 3M | +6.2% | +22.8% | -16.5% | -8.1% |
| 6M | +15.8% | +4.6% | +11.2% | +10.7% |
| YTD | +16.0% | -1.2% | +17.2% | +14.3% |
| 1Y | +16.2% | -9.1% | +25.3% | +20.7% |
| 3Y | +86.4% | +50.0% | +36.4% | +35.4% |
| 5Y | +33.0% | +15.2% | +17.7% | +13.2% |
| 10Y | +123.0% | +151.1% | -28.1% | +25.1% |
| All | +123.0% | +148.2% | -25.3% | +25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded ALLE 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling