+125.9%
KRE vs ALLE
+149.9%
-24.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | -0.1% |
| 7D | +1.3% | -0.2% | +1.5% | +1.4% |
| 30D | -2.7% | -6.8% | +4.1% | +1.7% |
| 3M | +8.2% | +21.0% | -12.8% | -5.5% |
| 6M | +12.8% | +1.1% | +11.7% | +10.3% |
| YTD | +17.5% | -0.5% | +18.0% | +15.3% |
| 1Y | +16.6% | -7.3% | +23.8% | +19.5% |
| 3Y | +79.5% | +42.3% | +37.2% | +35.2% |
| 5Y | +32.4% | +13.5% | +19.0% | +14.0% |
| All | +125.9% | +149.9% | -24.1% | +26.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling