+33.1%
KRE vs APTV
-69.7%
+102.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.2% | -0.5% |
| 7D | -1.4% | -1.8% | +0.4% | -0.8% |
| 30D | -3.9% | -7.9% | +4.0% | -1.2% |
| 3M | +3.6% | -29.9% | +33.6% | +16.4% |
| 6M | +15.4% | -36.6% | +52.0% | +32.6% |
| YTD | +15.2% | -40.0% | +55.2% | +34.6% |
| 1Y | +16.5% | -44.0% | +60.5% | +39.7% |
| 3Y | +85.2% | -54.5% | +139.7% | +133.9% |
| 5Y | +33.1% | -68.8% | +101.9% | +94.8% |
| All | +33.1% | -69.7% | +102.8% | +94.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling