+354.6%
KRE vs APTV
+180.9%
+173.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.6% | +3.4% | +0.7% |
| 7D | +2.3% | +2.0% | +0.4% | +1.4% |
| 30D | -2.5% | -7.7% | +5.2% | +0.6% |
| 3M | +6.2% | -34.0% | +40.2% | +24.4% |
| 6M | +15.8% | -37.1% | +52.9% | +35.9% |
| YTD | +16.0% | -39.9% | +55.9% | +38.1% |
| 1Y | +16.2% | -44.4% | +60.6% | +42.8% |
| 3Y | +86.4% | -54.5% | +140.9% | +139.6% |
| 5Y | +33.0% | -69.1% | +102.1% | +95.5% |
| 10Y | +123.0% | -20.0% | +143.0% | +99.6% |
| All | +354.6% | +180.9% | +173.7% | +120.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling