+62.4%
EWY vs KRE
+27.2%
+35.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.7% | -3.6% | -2.3% |
| 7D | -8.3% | +2.8% | -11.1% | -8.9% |
| 30D | -20.5% | +5.3% | -25.9% | -21.5% |
| 3M | -11.1% | -4.2% | -6.9% | -9.8% |
| 6M | -7.0% | +8.7% | -15.7% | -10.4% |
| YTD | +56.5% | +16.4% | +40.1% | +45.1% |
| 1Y | +62.4% | +26.9% | +35.6% | +47.2% |
| All | +62.4% | +27.2% | +35.2% | +47.2% |
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