+13.0%
KRE vs ALM
+395.6%
-382.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.2% | +6.7% | -0.2% |
| 7D | +0.3% | -6.3% | +6.6% | +0.5% |
| 30D | +5.9% | -31.4% | +37.3% | +7.4% |
| 3M | -3.3% | -40.6% | +37.3% | -1.6% |
| 6M | +5.8% | -58.6% | +64.5% | +8.9% |
| YTD | +14.7% | -7.6% | +22.3% | +13.1% |
| 1Y | +22.0% | +13.8% | +8.2% | +18.9% |
| 3Y | +91.6% | +842.1% | -750.5% | +65.3% |
| 5Y | +13.0% | +407.4% | -394.4% | -1.5% |
| All | +13.0% | +395.6% | -382.6% | -1.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling