+63.0%
KRE vs AS
+131.9%
-69.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.3% | +0.2% |
| 7D | -1.6% | -3.0% | +1.4% | -1.1% |
| 30D | +4.9% | +9.6% | -4.7% | +3.3% |
| 3M | -4.5% | -8.2% | +3.7% | -3.4% |
| 6M | +7.7% | -9.9% | +17.6% | +8.9% |
| YTD | +14.5% | -16.8% | +31.3% | +16.9% |
| 1Y | +21.5% | +3.0% | +18.6% | +19.7% |
| All | +63.0% | +131.9% | -69.0% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling