+147.6%
KRE vs ALLY
+98.1%
+49.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +0.8% |
| 7D | +0.3% | +0.9% | -0.7% | -0.3% |
| 30D | +4.8% | +3.1% | +1.7% | +2.9% |
| 3M | -5.1% | -12.6% | +7.5% | +2.4% |
| 6M | +3.3% | -12.4% | +15.7% | +10.8% |
| YTD | +13.3% | -13.2% | +26.5% | +21.5% |
| 1Y | +22.9% | +1.8% | +21.0% | +19.9% |
| 3Y | +82.1% | +58.0% | +24.1% | +33.7% |
| 5Y | +11.0% | -8.4% | +19.5% | +6.4% |
| 10Y | +115.7% | +195.3% | -79.5% | +2.5% |
| All | +147.6% | +98.1% | +49.5% | +30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 all: compounded portfolio wealth divided by compounded ALLY 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…
all analysis · Full analysis span regression · 6 months rolling