+150.8%
KRE vs ALNY
+1,594.1%
-1,443.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.1% | +4.6% | +1.2% |
| 7D | -1.4% | -6.4% | +5.0% | -0.3% |
| 30D | -3.9% | +11.9% | -15.8% | -5.9% |
| 3M | +3.6% | -15.0% | +18.6% | +5.1% |
| 6M | +15.4% | -23.2% | +38.6% | +18.8% |
| YTD | +15.2% | -37.8% | +53.0% | +22.8% |
| 1Y | +16.5% | -47.3% | +63.7% | +27.3% |
| 3Y | +85.2% | +22.9% | +62.3% | +67.9% |
| 5Y | +33.1% | +30.6% | +2.5% | +13.9% |
| 10Y | +123.1% | +254.6% | -131.6% | +32.9% |
| All | +150.8% | +1,594.1% | -1,443.3% | -20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 ALNY 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