+94.0%
KRE vs AR
+52.4%
+41.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.3% | -3.1% | +0.4% |
| 7D | +0.3% | -5.8% | +6.0% | +1.4% |
| 30D | +5.9% | +4.8% | +1.1% | +4.7% |
| 3M | -3.3% | +1.5% | -4.8% | -4.0% |
| 6M | +5.8% | +4.7% | +1.1% | +4.0% |
| YTD | +14.7% | +9.2% | +5.5% | +10.8% |
| 1Y | +22.0% | +11.2% | +10.8% | +17.2% |
| 3Y | +91.6% | +46.2% | +45.4% | +69.2% |
| 5Y | +13.0% | +98.1% | -85.1% | -10.1% |
| 10Y | +94.0% | +54.5% | +39.4% | +28.1% |
| All | +94.0% | +52.4% | +41.6% | +28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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