+517.1%
EWY vs KRE
+148.5%
+368.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.6% | +1.0% |
| 7D | +6.7% | -1.1% | +7.7% | +7.2% |
| 30D | +17.0% | -3.4% | +20.4% | +18.9% |
| 3M | +3.7% | +3.7% | 0.0% | +1.4% |
| 6M | +42.5% | +14.8% | +27.7% | +32.7% |
| YTD | +96.2% | +14.7% | +81.6% | +82.4% |
| 1Y | +160.4% | +16.0% | +144.4% | +139.2% |
| 3Y | +231.7% | +84.3% | +147.4% | +132.1% |
| 5Y | +153.3% | +30.9% | +122.4% | +103.0% |
| 10Y | +308.8% | +122.0% | +186.9% | +115.3% |
| All | +517.1% | +148.5% | +368.7% | +181.0% |
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