+122.0%
KRE vs UAL
+98.4%
+23.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.1% | -0.8% |
| 7D | -1.1% | -1.1% | +0.1% | -0.7% |
| 30D | -3.4% | -13.4% | +10.1% | +1.6% |
| 3M | +3.7% | -2.3% | +6.0% | +3.6% |
| 6M | +14.8% | +13.3% | +1.4% | +7.2% |
| YTD | +14.7% | -4.2% | +18.9% | +13.1% |
| 1Y | +16.0% | +1.4% | +14.6% | +11.4% |
| 3Y | +84.3% | +125.8% | -41.5% | +23.0% |
| 5Y | +30.9% | +130.0% | -99.1% | -17.9% |
| 10Y | +122.0% | +104.2% | +17.7% | +26.4% |
| All | +122.0% | +98.4% | +23.6% | +26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 UAL 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