+43.6%
EEM vs KRE
+30.8%
+12.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.3% |
| 7D | -0.7% | -1.4% | +0.7% | -0.3% |
| 30D | +2.4% | -3.9% | +6.3% | +3.4% |
| 3M | +4.2% | +3.6% | +0.5% | +3.0% |
| 6M | +14.8% | +15.4% | -0.6% | +10.3% |
| YTD | +23.1% | +15.2% | +7.9% | +18.1% |
| 1Y | +32.5% | +16.5% | +16.1% | +26.5% |
| 3Y | +85.9% | +85.2% | +0.7% | +51.7% |
| 5Y | +43.6% | +33.1% | +10.5% | +31.8% |
| All | +43.6% | +30.8% | +12.8% | +31.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling