+11.4%
KRE vs ALLE
+51.6%
-40.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | -0.2% |
| 7D | +0.7% | +3.6% | -2.8% | -1.1% |
| 30D | +6.1% | +25.9% | -19.8% | -6.6% |
| 3M | -5.9% | +15.8% | -21.7% | -13.5% |
| 6M | +9.6% | +48.1% | -38.5% | -13.1% |
| YTD | +14.2% | +22.0% | -7.8% | +0.4% |
| 1Y | +22.5% | +18.0% | +4.5% | +9.8% |
| 3Y | +90.4% | +93.1% | -2.7% | +23.0% |
| All | +11.4% | +51.6% | -40.2% | -19.7% |
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