+16.5%
KRE vs ALM
+279.2%
-262.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -9.6% | +10.1% | +0.9% |
| 7D | -1.4% | -7.1% | +5.7% | -1.2% |
| 30D | -3.9% | +24.7% | -28.6% | -4.9% |
| 3M | +3.6% | +8.3% | -4.7% | +2.7% |
| 6M | +15.4% | -22.2% | +37.5% | +15.7% |
| YTD | +15.2% | +88.1% | -72.9% | +9.3% |
| 1Y | +16.5% | +272.4% | -255.9% | +13.3% |
| All | +16.5% | +279.2% | -262.7% | +13.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling