+33.1%
KRE vs AVTR
-64.7%
+97.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -1.4% | -2.0% | +0.6% | -1.0% |
| 30D | -3.9% | +8.1% | -12.0% | -5.7% |
| 3M | +3.6% | +54.2% | -50.6% | -7.6% |
| 6M | +15.4% | +82.6% | -67.2% | -2.0% |
| YTD | +15.2% | +29.8% | -14.6% | +6.4% |
| 1Y | +16.5% | +18.0% | -1.5% | +8.0% |
| 3Y | +85.2% | -26.4% | +111.6% | +90.8% |
| 5Y | +33.1% | -64.8% | +97.9% | +53.4% |
| All | +33.1% | -64.7% | +97.8% | +53.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling