+149.6%
KRE vs AU
+220.5%
-70.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.2% |
| 7D | -1.1% | +0.6% | -1.7% | -1.1% |
| 30D | -3.4% | +12.3% | -15.7% | -4.2% |
| 3M | +3.7% | +29.4% | -25.6% | +1.7% |
| 6M | +14.8% | +3.2% | +11.5% | +13.9% |
| YTD | +14.7% | +31.8% | -17.1% | +11.7% |
| 1Y | +16.0% | +83.4% | -67.4% | +10.3% |
| 3Y | +84.3% | +623.1% | -538.8% | +57.3% |
| 5Y | +30.9% | +700.5% | -669.6% | +8.9% |
| 10Y | +122.0% | +717.6% | -595.6% | +73.0% |
| All | +149.6% | +220.5% | -70.9% | +80.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling