+85.7%
KRE vs AU
+577.5%
-491.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | +0.1% |
| 7D | -1.8% | -4.3% | +2.4% | -1.7% |
| 30D | -4.5% | +7.3% | -11.8% | -4.8% |
| 3M | +2.7% | +26.3% | -23.6% | +1.6% |
| 6M | +16.9% | +1.8% | +15.1% | +16.4% |
| YTD | +15.4% | +26.8% | -11.5% | +13.7% |
| 1Y | +16.1% | +66.7% | -50.6% | +12.9% |
| 3Y | +85.7% | +579.1% | -493.3% | +50.8% |
| All | +85.7% | +577.5% | -491.8% | +50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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