+214.5%
KRE vs ALM
+7,705.7%
-7,491.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.5% |
| 7D | +1.3% | -2.6% | +3.9% | +1.3% |
| 30D | -2.7% | +32.0% | -34.7% | -2.8% |
| 3M | +8.2% | -15.0% | +23.2% | +8.2% |
| 6M | +12.8% | -10.1% | +22.9% | +12.8% |
| YTD | +17.5% | +99.4% | -81.9% | +17.2% |
| 1Y | +16.6% | +316.4% | -299.8% | +16.1% |
| 3Y | +79.5% | +2,022.0% | -1,942.5% | +78.0% |
| 5Y | +32.4% | +941.2% | -908.8% | +31.4% |
| 10Y | +124.1% | +2,950.3% | -2,826.2% | +122.1% |
| All | +214.5% | +7,705.7% | -7,491.2% | +212.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling