+120.3%
KRE vs JAAA
+29.4%
+91.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | -0.1% |
| 7D | -1.8% | +0.1% | -1.9% | -2.0% |
| 30D | -4.5% | +0.5% | -5.0% | -5.6% |
| 3M | +2.7% | +1.3% | +1.5% | -0.1% |
| 6M | +16.9% | +2.8% | +14.1% | +10.1% |
| YTD | +15.4% | +3.3% | +12.1% | +7.7% |
| 1Y | +16.1% | +4.9% | +11.2% | +4.9% |
| 3Y | +85.7% | +19.0% | +66.8% | +51.4% |
| 5Y | +33.3% | +26.9% | +6.4% | +3.4% |
| All | +120.3% | +29.4% | +91.0% | +53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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