+85.7%
KRE vs AZO
+10.0%
+75.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -1.8% | -3.6% | +1.8% | -1.3% |
| 30D | -4.5% | -5.6% | +1.1% | -3.7% |
| 3M | +2.7% | -6.6% | +9.4% | +3.6% |
| 6M | +16.9% | -22.5% | +39.4% | +21.3% |
| YTD | +15.4% | -15.2% | +30.5% | +17.6% |
| 1Y | +16.1% | -33.9% | +50.0% | +24.6% |
| 3Y | +85.7% | +11.8% | +73.9% | +69.2% |
| All | +85.7% | +10.0% | +75.7% | +69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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