+148.6%
KRE vs APA
+14.4%
+134.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | -0.2% |
| 7D | +0.7% | +8.5% | -7.8% | -1.8% |
| 30D | +6.1% | +2.8% | +3.4% | +4.7% |
| 3M | -5.9% | +21.7% | -27.6% | -12.2% |
| 6M | +9.6% | +32.6% | -23.0% | -1.6% |
| YTD | +14.2% | +103.7% | -89.5% | -12.3% |
| 1Y | +22.5% | +101.8% | -79.3% | -5.9% |
| 3Y | +90.4% | +48.1% | +42.3% | +53.6% |
| 5Y | +11.9% | +91.9% | -80.0% | -22.7% |
| 10Y | +88.8% | +8.4% | +80.4% | +17.6% |
| All | +148.6% | +14.4% | +134.2% | +36.4% |
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