+147.8%
KRE vs APA
+12.5%
+135.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.0% | -2.6% | -1.2% |
| 7D | +0.3% | +9.6% | -9.3% | -2.5% |
| 30D | +5.0% | -0.2% | +5.2% | +4.6% |
| 3M | -5.7% | +19.8% | -25.6% | -11.6% |
| 6M | +7.5% | +30.1% | -22.5% | -2.9% |
| YTD | +13.8% | +100.4% | -86.6% | -12.1% |
| 1Y | +20.7% | +105.2% | -84.5% | -7.8% |
| 3Y | +90.1% | +44.6% | +45.5% | +54.5% |
| 5Y | +11.5% | +88.8% | -77.3% | -22.5% |
| 10Y | +88.2% | +6.6% | +81.6% | +17.8% |
| All | +147.8% | +12.5% | +135.3% | +36.7% |
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 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