+64.1%
KRE vs AS
+142.2%
-78.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.1% | -1.4% | +1.2% |
| 7D | -0.4% | +5.8% | -6.2% | -1.3% |
| 30D | +6.4% | +15.4% | -8.9% | +3.9% |
| 3M | -3.1% | -11.9% | +8.8% | -1.3% |
| 6M | +6.4% | -9.9% | +16.3% | +7.7% |
| YTD | +15.3% | -13.1% | +28.4% | +16.9% |
| 1Y | +23.3% | +9.9% | +13.4% | +20.1% |
| All | +64.1% | +142.2% | -78.1% | +48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 3y: compounded portfolio wealth divided by compounded AS 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…
3y analysis · Full analysis span regression · 6 months rolling