+10.9%
KRE vs ALLE
+49.9%
-39.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.8% | +0.3% |
| 7D | +0.3% | -0.6% | +0.8% | +0.6% |
| 30D | +4.8% | +25.3% | -20.5% | -7.6% |
| 3M | -5.1% | +10.3% | -15.4% | -10.4% |
| 6M | +3.3% | +38.0% | -34.8% | -14.8% |
| YTD | +13.3% | +17.8% | -4.4% | +1.6% |
| 1Y | +22.9% | +13.6% | +9.3% | +12.5% |
| 3Y | +82.1% | +89.2% | -7.1% | +19.0% |
| All | +10.9% | +49.9% | -39.0% | -19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling