+16.0%
KRE vs ALLE
-11.2%
+27.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.6% | -0.4% |
| 7D | -1.1% | -2.2% | +1.1% | -0.5% |
| 30D | -3.4% | -8.3% | +4.9% | -1.2% |
| 3M | +3.7% | +16.3% | -12.6% | -1.2% |
| 6M | +14.8% | +1.8% | +13.0% | +13.6% |
| YTD | +14.7% | -3.9% | +18.6% | +13.2% |
| 1Y | +16.0% | -10.0% | +26.0% | +16.3% |
| All | +16.0% | -11.2% | +27.2% | +16.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling