+103.1%
KRE vs ALLE
+233.6%
-130.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.8% | -1.0% | 0.0% |
| 7D | -0.4% | -0.6% | +0.3% | 0.0% |
| 30D | +6.4% | +26.6% | -20.2% | -8.8% |
| 3M | -3.1% | +13.2% | -16.2% | -11.0% |
| 6M | +6.4% | +42.9% | -36.5% | -17.0% |
| YTD | +15.3% | +21.0% | -5.7% | -0.7% |
| 1Y | +23.3% | +15.2% | +8.1% | +9.6% |
| 3Y | +93.6% | +95.6% | -2.0% | +17.4% |
| 5Y | +13.2% | +53.4% | -40.2% | -20.6% |
| 10Y | +103.1% | +221.5% | -118.4% | -2.0% |
| All | +103.1% | +233.6% | -130.5% | -2.0% |
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