+255.1%
EEM vs KRE
+148.5%
+106.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.6% | +0.1% |
| 7D | +2.0% | -1.1% | +3.0% | +2.5% |
| 30D | +5.1% | -3.4% | +8.5% | +6.8% |
| 3M | +4.6% | +3.7% | +0.9% | +2.4% |
| 6M | +17.8% | +14.8% | +3.0% | +9.6% |
| YTD | +25.8% | +14.7% | +11.2% | +16.8% |
| 1Y | +36.4% | +16.0% | +20.4% | +25.2% |
| 3Y | +90.0% | +84.3% | +5.7% | +31.6% |
| 5Y | +46.6% | +30.9% | +15.7% | +15.9% |
| 10Y | +132.3% | +122.0% | +10.3% | +16.7% |
| All | +255.1% | +148.5% | +106.7% | +61.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling