+150.8%
KRE vs AZO
+2,965.4%
-2,814.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +1.0% |
| 7D | -1.4% | -2.9% | +1.5% | 0.0% |
| 30D | -3.9% | -5.3% | +1.4% | -1.5% |
| 3M | +3.6% | -7.3% | +11.0% | +6.7% |
| 6M | +15.4% | -22.7% | +38.0% | +28.9% |
| YTD | +15.2% | -15.0% | +30.3% | +21.9% |
| 1Y | +16.5% | -32.2% | +48.7% | +37.1% |
| 3Y | +85.2% | +10.0% | +75.1% | +65.5% |
| 5Y | +33.1% | +85.8% | -52.7% | -13.3% |
| 10Y | +123.1% | +298.9% | -175.8% | -10.8% |
| All | +150.8% | +2,965.4% | -2,814.6% | -74.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling