+155.8%
KRE vs IAG
+148.9%
+6.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +0.6% |
| 7D | +1.3% | -0.5% | +1.8% | +1.3% |
| 30D | -2.7% | +28.9% | -31.6% | -3.8% |
| 3M | +8.2% | +19.1% | -11.0% | +7.2% |
| 6M | +12.8% | -10.3% | +23.1% | +12.9% |
| YTD | +17.5% | +24.2% | -6.7% | +15.7% |
| 1Y | +16.6% | +116.5% | -99.9% | +11.9% |
| 3Y | +79.5% | +742.8% | -663.3% | +60.5% |
| 5Y | +32.4% | +753.3% | -720.9% | +16.2% |
| 10Y | +124.1% | +403.2% | -279.1% | +93.5% |
| All | +155.8% | +148.9% | +6.9% | +87.9% |
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 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