+67.2%
KRE vs AS
+120.4%
-53.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.6% | -3.0% | 0.0% |
| 7D | +1.3% | -4.9% | +6.2% | +2.1% |
| 30D | -2.7% | -19.6% | +16.9% | +0.7% |
| 3M | +8.2% | -14.4% | +22.6% | +10.6% |
| 6M | +12.8% | -20.1% | +32.9% | +16.3% |
| YTD | +17.5% | -20.9% | +38.4% | +21.1% |
| 1Y | +16.6% | -21.9% | +38.4% | +20.0% |
| All | +67.2% | +120.4% | -53.2% | +53.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling