+155.8%
KRE vs UAL
+272.2%
-116.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -2.0% | -0.1% |
| 7D | +1.3% | +0.7% | +0.6% | +1.1% |
| 30D | -2.7% | -16.1% | +13.4% | +1.9% |
| 3M | +8.2% | +6.1% | +2.1% | +5.8% |
| 6M | +12.8% | +10.8% | +2.0% | +8.1% |
| YTD | +17.5% | -0.4% | +17.9% | +15.4% |
| 1Y | +16.6% | +5.0% | +11.6% | +12.4% |
| 3Y | +79.5% | +124.0% | -44.6% | +36.1% |
| 5Y | +32.4% | +141.0% | -108.6% | -4.6% |
| 10Y | +124.1% | +118.0% | +6.1% | +51.4% |
| All | +155.8% | +272.2% | -116.4% | +0.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling