+31.7%
KRE vs AUR
-35.1%
+66.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | 0.0% |
| 7D | -1.8% | +1.4% | -3.2% | -2.0% |
| 30D | -4.5% | -6.4% | +1.9% | -4.0% |
| 3M | +2.7% | +7.7% | -5.0% | +1.4% |
| 6M | +16.9% | +44.5% | -27.6% | +10.7% |
| YTD | +15.4% | +67.4% | -52.1% | +7.1% |
| 1Y | +16.1% | +15.4% | +0.6% | +11.8% |
| 3Y | +85.7% | +94.8% | -9.1% | +56.2% |
| All | +31.7% | -35.1% | +66.7% | +3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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