+121.9%
KRE vs APTV
-16.1%
+138.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.5% | +0.3% |
| 7D | -1.8% | -5.0% | +3.2% | +0.2% |
| 30D | -4.5% | -6.1% | +1.6% | -2.2% |
| 3M | +2.7% | -33.0% | +35.7% | +19.6% |
| 6M | +16.9% | -35.2% | +52.1% | +35.4% |
| YTD | +15.4% | -40.1% | +55.5% | +37.6% |
| 1Y | +16.1% | -45.6% | +61.7% | +44.1% |
| 3Y | +85.7% | -54.4% | +140.1% | +138.7% |
| 5Y | +33.3% | -68.9% | +102.2% | +96.3% |
| All | +121.9% | -16.1% | +138.0% | +115.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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