+303.5%
EWY vs KRE
+124.8%
+178.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.1% | +3.1% | +3.2% |
| 7D | -0.1% | -1.8% | +1.7% | +0.5% |
| 30D | +7.3% | -4.5% | +11.8% | +9.0% |
| 3M | -5.1% | +2.7% | -7.9% | -6.3% |
| 6M | +42.1% | +16.9% | +25.2% | +34.1% |
| YTD | +94.1% | +15.4% | +78.8% | +83.8% |
| 1Y | +147.8% | +16.1% | +131.7% | +133.3% |
| 3Y | +222.9% | +85.7% | +137.2% | +149.9% |
| 5Y | +150.6% | +33.3% | +117.4% | +115.4% |
| All | +303.5% | +124.8% | +178.7% | +182.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling