+148.6%
KRE vs IAG
+110.5%
+38.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.7% | +0.3% |
| 7D | +0.7% | -7.7% | +8.4% | +1.1% |
| 30D | +6.1% | +1.6% | +4.5% | +6.0% |
| 3M | -5.9% | -2.4% | -3.5% | -6.0% |
| 6M | +9.6% | -7.8% | +17.4% | +9.5% |
| YTD | +14.2% | +5.0% | +9.2% | +13.1% |
| 1Y | +22.5% | +25.7% | -3.2% | +20.4% |
| 3Y | +90.4% | +694.5% | -604.1% | +70.6% |
| 5Y | +11.9% | +421.7% | -409.8% | +0.2% |
| 10Y | +88.8% | +382.5% | -293.7% | +63.5% |
| All | +148.6% | +110.5% | +38.1% | +83.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling