+155.8%
KRE vs APA
+0.5%
+155.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.2% | +3.7% | +1.5% |
| 7D | +1.3% | +0.5% | +0.8% | +1.1% |
| 30D | -2.7% | +23.4% | -26.1% | -9.2% |
| 3M | +8.2% | +12.7% | -4.5% | +3.1% |
| 6M | +12.8% | +39.4% | -26.6% | -1.1% |
| YTD | +17.5% | +79.0% | -61.5% | -5.4% |
| 1Y | +16.6% | +88.8% | -72.2% | -8.8% |
| 3Y | +79.5% | +6.4% | +73.1% | +61.4% |
| 5Y | +32.4% | +153.0% | -120.6% | -16.7% |
| 10Y | +124.1% | +7.5% | +116.6% | +38.3% |
| All | +155.8% | +0.5% | +155.3% | +47.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling