+15.0%
EEM vs KRE
+27.2%
-12.2%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.9% | +0.5% |
| 7D | -3.0% | +2.8% | -5.8% | -3.5% |
| 30D | -10.3% | +5.3% | -15.7% | -11.3% |
| 3M | -6.6% | -4.2% | -2.4% | -5.6% |
| 6M | -3.4% | +8.7% | -12.1% | -6.0% |
| YTD | +13.2% | +16.4% | -3.2% | +7.3% |
| 1Y | +15.0% | +26.9% | -11.9% | +7.0% |
| All | +15.0% | +27.2% | -12.2% | +7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KRE.
Daily Out/Under-Performance
Portfolio return minus KRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRE 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 1y: compounded portfolio wealth divided by compounded KRE 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…
1y analysis · Full analysis span regression · 6 months rolling