+83.3%
KRE vs APD
+191.6%
-108.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.8% |
| 7D | +0.3% | +2.2% | -1.9% | -0.9% |
| 30D | +5.0% | +9.4% | -4.4% | +0.1% |
| 3M | -5.7% | +4.7% | -10.4% | -8.2% |
| 6M | +7.5% | +5.5% | +2.0% | +3.7% |
| YTD | +13.8% | +31.4% | -17.6% | -3.6% |
| 1Y | +20.7% | +24.1% | -3.4% | +5.0% |
| 3Y | +90.1% | +28.8% | +61.3% | +56.0% |
| 5Y | +11.5% | +15.8% | -4.2% | -5.1% |
| All | +83.3% | +191.6% | -108.3% | -14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 10y: compounded portfolio wealth divided by compounded APD 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…
10y analysis · Full analysis span regression · 6 months rolling