+93.6%
KRE vs APD
+27.3%
+66.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.0% | -0.3% | +1.1% |
| 7D | -0.4% | -1.6% | +1.2% | +0.1% |
| 30D | +6.4% | +10.6% | -4.2% | +3.4% |
| 3M | -3.1% | +2.5% | -5.6% | -3.8% |
| 6M | +6.4% | +6.0% | +0.4% | +4.3% |
| YTD | +15.3% | +28.4% | -13.1% | +5.7% |
| 1Y | +23.3% | +22.2% | +1.1% | +14.6% |
| 3Y | +93.6% | +26.6% | +67.1% | +82.1% |
| All | +93.6% | +27.3% | +66.4% | +82.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling