+156.6%
KRE vs ALLY
+124.8%
+31.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.3% |
| 7D | +1.3% | +3.7% | -2.4% | -0.8% |
| 30D | -2.7% | -2.3% | -0.4% | -1.4% |
| 3M | +8.2% | +3.8% | +4.4% | +5.4% |
| 6M | +12.8% | +9.7% | +3.1% | +5.9% |
| YTD | +17.5% | -1.4% | +18.9% | +17.2% |
| 1Y | +16.6% | +8.2% | +8.3% | +9.8% |
| 3Y | +79.5% | +66.5% | +13.0% | +27.7% |
| 5Y | +32.4% | +1.2% | +31.2% | +19.6% |
| 10Y | +124.1% | +191.4% | -67.3% | +5.0% |
| All | +156.6% | +124.8% | +31.8% | +25.8% |
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