+152.5%
KRE vs AON
+1,062.0%
-909.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | +0.2% |
| 7D | +2.3% | -3.2% | +5.5% | +4.5% |
| 30D | -2.5% | -11.9% | +9.4% | +5.3% |
| 3M | +6.2% | -2.9% | +9.1% | +6.8% |
| 6M | +15.8% | -6.8% | +22.6% | +18.8% |
| YTD | +16.0% | -10.1% | +26.1% | +20.8% |
| 1Y | +16.2% | -14.2% | +30.4% | +24.5% |
| 3Y | +86.4% | -3.3% | +89.7% | +77.8% |
| 5Y | +33.0% | +13.6% | +19.4% | +8.8% |
| 10Y | +123.0% | +209.2% | -86.2% | -21.9% |
| All | +152.5% | +1,062.0% | -909.5% | -67.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 AON 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