+122.0%
KRE vs APD
+162.9%
-40.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.3% | -0.7% |
| 7D | -1.1% | -4.6% | +3.5% | +1.4% |
| 30D | -3.4% | -4.2% | +0.8% | -1.2% |
| 3M | +3.7% | +5.0% | -1.3% | +0.4% |
| 6M | +14.8% | +8.9% | +5.8% | +8.4% |
| YTD | +14.7% | +21.9% | -7.2% | +1.2% |
| 1Y | +16.0% | +5.6% | +10.5% | +10.2% |
| 3Y | +84.3% | +6.9% | +77.4% | +67.8% |
| 5Y | +30.9% | +25.3% | +5.5% | +4.0% |
| 10Y | +122.0% | +169.1% | -47.1% | +5.4% |
| All | +122.0% | +162.9% | -40.9% | +5.4% |
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