+11.5%
KRE vs APA
+90.7%
-79.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.0% | -2.6% | -1.0% |
| 7D | +0.3% | +9.6% | -9.3% | -1.7% |
| 30D | +5.0% | -0.2% | +5.2% | +4.7% |
| 3M | -5.7% | +19.8% | -25.6% | -10.0% |
| 6M | +7.5% | +30.1% | -22.5% | 0.0% |
| YTD | +13.8% | +100.4% | -86.6% | -7.0% |
| 1Y | +20.7% | +105.2% | -84.5% | -2.3% |
| 3Y | +90.1% | +44.6% | +45.5% | +61.4% |
| 5Y | +11.5% | +88.8% | -77.3% | -16.7% |
| All | +11.5% | +90.7% | -79.2% | -16.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling