+86.4%
KRE vs APA
+9.3%
+77.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.8% | -3.1% | -1.6% |
| 7D | +2.3% | -1.7% | +4.0% | +2.6% |
| 30D | -2.5% | +15.7% | -18.2% | -5.3% |
| 3M | +6.2% | +16.5% | -10.2% | +2.7% |
| 6M | +15.8% | +35.1% | -19.3% | +6.4% |
| YTD | +16.0% | +82.2% | -66.2% | -2.0% |
| 1Y | +16.2% | +102.5% | -86.3% | -5.8% |
| 3Y | +86.4% | +10.3% | +76.1% | +68.2% |
| All | +86.4% | +9.3% | +77.1% | +68.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling