+149.8%
KRE vs APD
+787.6%
-637.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.7% |
| 7D | +0.3% | -0.2% | +0.5% | +0.4% |
| 30D | +5.9% | +11.0% | -5.1% | -0.9% |
| 3M | -3.3% | +2.0% | -5.3% | -4.8% |
| 6M | +5.8% | +7.1% | -1.2% | +0.2% |
| YTD | +14.7% | +29.8% | -15.0% | -4.8% |
| 1Y | +22.0% | +24.0% | -2.0% | +3.6% |
| 3Y | +91.6% | +27.2% | +64.4% | +52.8% |
| 5Y | +13.0% | +12.8% | +0.2% | -5.5% |
| 10Y | +94.0% | +185.0% | -91.0% | -18.9% |
| All | +149.8% | +787.6% | -637.8% | -57.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling