+84.6%
KRE vs AVTR
-26.6%
+111.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.3% | -0.7% |
| 7D | -1.1% | +1.6% | -2.6% | -1.4% |
| 30D | -3.4% | +8.4% | -11.8% | -5.1% |
| 3M | +3.7% | +50.2% | -46.4% | -5.8% |
| 6M | +14.8% | +82.6% | -67.8% | -0.8% |
| YTD | +14.7% | +29.8% | -15.2% | +7.0% |
| 1Y | +16.0% | +16.0% | 0.0% | +9.0% |
| All | +84.6% | -26.6% | +111.2% | +88.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling