+71.6%
KRE vs AVTR
+3.6%
+68.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.9% | -3.1% | -1.8% |
| 7D | +2.3% | +7.4% | -5.1% | +0.2% |
| 30D | -2.5% | +12.2% | -14.7% | -5.8% |
| 3M | +6.2% | +57.4% | -51.1% | -7.8% |
| 6M | +15.8% | +86.7% | -70.8% | -5.1% |
| YTD | +16.0% | +33.1% | -17.1% | +4.6% |
| 1Y | +16.2% | +16.1% | 0.0% | +6.8% |
| 3Y | +86.4% | -24.6% | +111.0% | +89.9% |
| 5Y | +33.0% | -63.5% | +96.4% | +67.0% |
| All | +71.6% | +3.6% | +68.0% | +36.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling