+207.1%
KRE vs ALM
+3,516.3%
-3,309.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.2% | +6.7% | -0.5% |
| 7D | +0.3% | -6.3% | +6.6% | +0.3% |
| 30D | +5.9% | -31.4% | +37.3% | +6.0% |
| 3M | -3.3% | -40.6% | +37.3% | -3.2% |
| 6M | +5.8% | -58.6% | +64.5% | +6.0% |
| YTD | +14.7% | -7.6% | +22.3% | +14.7% |
| 1Y | +22.0% | +13.8% | +8.2% | +21.9% |
| 3Y | +91.6% | +842.1% | -750.5% | +90.4% |
| 5Y | +13.0% | +407.4% | -394.4% | +12.3% |
| 10Y | +94.0% | +2,079.4% | -1,985.4% | +92.5% |
| All | +207.1% | +3,516.3% | -3,309.2% | +205.6% |
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 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