+212.8%
EWY vs KRE
+84.1%
+128.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.5% | -4.7% | -4.3% |
| 7D | +1.2% | -1.4% | +2.6% | +1.6% |
| 30D | +9.3% | -3.9% | +13.2% | +10.5% |
| 3M | +2.4% | +3.6% | -1.2% | +1.1% |
| 6M | +40.3% | +15.4% | +24.9% | +34.2% |
| YTD | +88.0% | +15.2% | +72.8% | +79.7% |
| 1Y | +143.8% | +16.5% | +127.4% | +131.8% |
| All | +212.8% | +84.1% | +128.7% | +151.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling