+121.9%
KRE vs APA
-2.4%
+124.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | -1.8% | +4.6% | -6.4% | -3.0% |
| 30D | -4.5% | +11.9% | -16.4% | -7.4% |
| 3M | +2.7% | +22.5% | -19.7% | -3.3% |
| 6M | +16.9% | +37.5% | -20.7% | +5.1% |
| YTD | +15.4% | +87.2% | -71.8% | -5.1% |
| 1Y | +16.1% | +101.4% | -85.4% | -7.2% |
| 3Y | +85.7% | +16.9% | +68.8% | +65.7% |
| 5Y | +33.3% | +178.4% | -145.2% | -11.3% |
| All | +121.9% | -2.4% | +124.3% | +41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 10y: compounded portfolio wealth divided by compounded APA 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…
10y analysis · Full analysis span regression · 6 months rolling