+83.8%
KRE vs ALM
+2,100.8%
-2,017.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +7.7% | -7.4% | +0.1% |
| 7D | +0.7% | +1.2% | -0.5% | +0.7% |
| 30D | +6.1% | -19.3% | +25.5% | +6.8% |
| 3M | -5.9% | -40.6% | +34.7% | -4.6% |
| 6M | +9.6% | -57.9% | +67.5% | +11.9% |
| YTD | +14.2% | -6.7% | +20.9% | +13.1% |
| 1Y | +22.5% | +20.2% | +2.3% | +20.2% |
| 3Y | +90.4% | +879.4% | -789.1% | +72.5% |
| 5Y | +11.9% | +415.3% | -403.4% | +2.1% |
| All | +83.8% | +2,100.8% | -2,017.0% | +68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling