+181.8%
KRE vs AR
-27.2%
+209.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.7% |
| 7D | +1.3% | +2.5% | -1.2% | +0.8% |
| 30D | -2.7% | +14.8% | -17.5% | -5.3% |
| 3M | +8.2% | +6.2% | +2.0% | +6.6% |
| 6M | +12.8% | +4.3% | +8.5% | +11.0% |
| YTD | +17.5% | +14.4% | +3.1% | +13.1% |
| 1Y | +16.6% | +21.3% | -4.8% | +10.4% |
| 3Y | +79.5% | +39.8% | +39.7% | +61.3% |
| 5Y | +32.4% | +142.1% | -109.7% | +3.0% |
| 10Y | +124.1% | +52.0% | +72.1% | +44.9% |
| All | +181.8% | -27.2% | +209.1% | +97.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling