+119.0%
KRE vs JAAA
+29.3%
+89.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -1.1% | +0.1% | -1.2% | -1.3% |
| 30D | -3.4% | +0.5% | -3.8% | -4.3% |
| 3M | +3.7% | +1.2% | +2.5% | +0.9% |
| 6M | +14.8% | +2.7% | +12.0% | +8.2% |
| YTD | +14.7% | +3.2% | +11.5% | +7.2% |
| 1Y | +16.0% | +4.8% | +11.2% | +5.1% |
| 3Y | +84.3% | +19.0% | +65.3% | +50.3% |
| 5Y | +30.9% | +26.8% | +4.1% | +1.7% |
| All | +119.0% | +29.3% | +89.7% | +52.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling