+30.9%
KRE vs ALM
+958.0%
-927.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.1% | +3.0% | -1.0% |
| 7D | -1.1% | +3.6% | -4.7% | -1.2% |
| 30D | -3.4% | +33.8% | -37.2% | -4.7% |
| 3M | +3.7% | +14.8% | -11.1% | +2.6% |
| 6M | +14.8% | -7.0% | +21.7% | +14.0% |
| YTD | +14.7% | +108.1% | -93.4% | +9.5% |
| 1Y | +16.0% | +313.8% | -297.8% | +7.2% |
| 3Y | +84.3% | +2,227.6% | -2,143.4% | +52.0% |
| 5Y | +30.9% | +956.6% | -925.8% | +10.8% |
| All | +30.9% | +958.0% | -927.1% | +10.8% |
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