+151.0%
KRE vs UAL
+302.3%
-151.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.8% | -5.0% | -0.1% |
| 7D | -0.4% | +10.2% | -10.6% | -3.0% |
| 30D | +6.4% | +12.0% | -5.6% | +3.0% |
| 3M | -3.1% | -7.1% | +4.0% | -1.7% |
| 6M | +6.4% | +20.9% | -14.5% | -0.3% |
| YTD | +15.3% | +7.7% | +7.7% | +10.4% |
| 1Y | +23.3% | +23.6% | -0.3% | +13.5% |
| 3Y | +93.6% | +222.6% | -128.9% | +32.9% |
| 5Y | +13.2% | +127.9% | -114.7% | -17.5% |
| 10Y | +103.1% | +100.2% | +2.9% | +38.9% |
| All | +151.0% | +302.3% | -151.3% | -4.1% |
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