+70.6%
KRE vs AVTR
+0.6%
+70.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | -1.8% | -1.1% | -0.8% | -1.5% |
| 30D | -4.5% | +6.3% | -10.8% | -6.3% |
| 3M | +2.7% | +53.3% | -50.6% | -10.2% |
| 6M | +16.9% | +78.6% | -61.8% | -3.0% |
| YTD | +15.4% | +29.2% | -13.9% | +4.9% |
| 1Y | +16.1% | +13.8% | +2.2% | +7.3% |
| 3Y | +85.7% | -27.4% | +113.2% | +91.3% |
| 5Y | +33.3% | -65.0% | +98.3% | +69.6% |
| All | +70.6% | +0.6% | +70.0% | +36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 10y: compounded portfolio wealth divided by compounded AVTR 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…
10y analysis · Full analysis span regression · 6 months rolling