+121.6%
KRE vs IAG
+423.2%
-301.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +0.5% |
| 7D | -1.4% | -4.1% | +2.6% | -1.3% |
| 30D | -3.9% | +10.6% | -14.5% | -4.1% |
| 3M | +3.6% | +35.4% | -31.7% | +2.9% |
| 6M | +15.4% | -9.5% | +24.9% | +15.4% |
| YTD | +15.2% | +21.8% | -6.6% | +14.4% |
| 1Y | +16.5% | +84.1% | -67.7% | +14.6% |
| 3Y | +85.2% | +817.4% | -732.2% | +75.5% |
| 5Y | +33.1% | +830.1% | -797.0% | +24.6% |
| All | +121.6% | +423.2% | -301.5% | +108.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 10y: compounded portfolio wealth divided by compounded IAG 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…
10y analysis · Full analysis span regression · 6 months rolling